+1,025.5%
VRT vs NVTS
-17.0%
+1,042.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.3% | -6.3% | -9.1% |
| 7D | +2.4% | +3.5% | -1.1% | +2.0% |
| 30D | -2.7% | -11.9% | +9.3% | -0.9% |
| 3M | -9.2% | -49.2% | +40.1% | -0.9% |
| 6M | -0.5% | +38.4% | -38.9% | -8.1% |
| YTD | +62.3% | +62.5% | -0.1% | +45.3% |
| 1Y | +109.6% | +101.4% | +8.2% | +79.5% |
| 3Y | +573.1% | +40.4% | +532.6% | +464.5% |
| All | +1,025.5% | -17.0% | +1,042.5% | +793.6% |
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