+64.8%
V vs NVTS
-20.2%
+85.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.8% | 0.0% |
| 7D | -3.0% | +0.5% | -3.5% | -3.1% |
| 30D | +1.2% | -18.0% | +19.2% | +1.6% |
| 3M | +13.9% | -45.6% | +59.5% | +15.2% |
| 6M | +17.2% | +28.5% | -11.2% | +14.5% |
| YTD | +5.3% | +56.2% | -50.8% | +1.9% |
| 1Y | +9.5% | +97.7% | -88.2% | +4.2% |
| 3Y | +51.9% | +35.0% | +16.9% | +45.9% |
| All | +64.8% | -20.2% | +85.0% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NVTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling