+105.5%
V vs NVTS
-38.4%
+143.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.3% | -11.4% | -0.4% |
| 7D | -0.8% | +20.8% | -21.6% | -1.3% |
| 30D | +9.5% | -11.1% | +20.7% | +9.7% |
| 3M | +16.7% | -31.0% | +47.7% | +17.4% |
| 6M | +32.9% | -47.4% | +80.3% | +33.6% |
| YTD | +21.1% | +34.2% | -13.1% | +17.3% |
| 1Y | +26.6% | +22.2% | +4.4% | +22.8% |
| 3Y | +78.4% | +68.4% | +10.0% | +65.5% |
| 5Y | +105.5% | -39.0% | +144.5% | +87.9% |
| All | +105.5% | -38.4% | +143.8% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling