+134.0%
VGT vs NVTS
-14.2%
+148.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | +1.8% | +9.7% | -7.9% | +1.0% |
| 30D | -0.3% | -13.6% | +13.3% | +0.8% |
| 3M | +3.4% | -51.0% | +54.3% | +8.9% |
| 6M | +35.0% | +46.3% | -11.4% | +27.2% |
| YTD | +28.8% | +68.1% | -39.3% | +19.0% |
| 1Y | +38.0% | +113.9% | -75.9% | +23.0% |
| 3Y | +125.8% | +45.3% | +80.5% | +98.8% |
| All | +134.0% | -14.2% | +148.1% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling