+366.1%
VRT vs NVTS
+47.0%
+319.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.9% |
| 7D | -17.7% | +9.6% | -27.3% | -18.6% |
| 30D | -20.0% | -13.0% | -7.0% | -18.8% |
| 3M | -28.1% | -28.8% | +0.7% | -25.4% |
| 6M | -42.8% | -48.5% | +5.6% | -39.5% |
| YTD | +20.0% | +31.4% | -11.4% | +14.3% |
| 1Y | +3.5% | -2.3% | +5.8% | +1.0% |
| 3Y | +366.1% | +49.8% | +316.3% | +348.6% |
| All | +366.1% | +47.0% | +319.1% | +348.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling