+784.3%
VRT vs NVTS
-28.0%
+812.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.4% | -1.0% | +5.2% |
| 7D | +0.5% | +7.9% | -7.5% | -0.5% |
| 30D | -13.7% | +0.8% | -14.5% | -13.9% |
| 3M | -26.7% | -26.0% | -0.7% | -23.6% |
| 6M | -43.8% | -55.5% | +11.7% | -38.4% |
| YTD | +27.6% | +41.0% | -13.5% | +16.3% |
| 1Y | +15.5% | +10.4% | +5.0% | +8.6% |
| 3Y | +395.6% | +60.9% | +334.7% | +295.2% |
| 5Y | +677.3% | -42.8% | +720.1% | +511.7% |
| All | +784.3% | -28.0% | +812.3% | +615.3% |
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