+440.1%
VLO vs NVTS
-31.6%
+471.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.1% | +8.2% | +3.2% |
| 7D | +6.8% | +21.6% | -14.9% | +6.2% |
| 30D | -17.9% | -8.5% | -9.3% | -17.8% |
| 3M | +13.5% | -31.4% | +44.9% | +14.3% |
| 6M | +53.0% | -50.3% | +103.4% | +54.4% |
| YTD | +133.7% | +33.9% | +99.8% | +127.9% |
| 1Y | +115.7% | +10.6% | +105.0% | +111.1% |
| 3Y | +231.9% | +52.7% | +179.2% | +212.6% |
| 5Y | +471.6% | -48.5% | +520.1% | +431.2% |
| All | +440.1% | -31.6% | +471.7% | +381.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling