+797.7%
VRT vs NVTS
-31.6%
+829.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.1% | +6.6% | +2.3% |
| 7D | +18.6% | +21.6% | -3.0% | +15.2% |
| 30D | -11.7% | -8.5% | -3.1% | -10.6% |
| 3M | -27.3% | -31.4% | +4.1% | -23.4% |
| 6M | -42.9% | -50.3% | +7.5% | -38.1% |
| YTD | +29.5% | +33.9% | -4.4% | +19.0% |
| 1Y | +21.0% | +10.6% | +10.4% | +14.0% |
| 3Y | +403.1% | +52.7% | +350.4% | +304.2% |
| 5Y | +688.8% | -48.5% | +737.3% | +522.5% |
| All | +797.7% | -31.6% | +829.3% | +631.6% |
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