+644.6%
VRT vs NVTS
+45.8%
+598.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.5% |
| 7D | +13.6% | +9.7% | +3.9% | +12.5% |
| 30D | +6.8% | -13.6% | +20.4% | +8.5% |
| 3M | -3.2% | -51.0% | +47.8% | +3.8% |
| 6M | +20.3% | +46.3% | -26.0% | +13.4% |
| YTD | +79.6% | +68.1% | +11.5% | +66.0% |
| 1Y | +139.0% | +113.9% | +25.1% | +115.1% |
| 3Y | +644.6% | +45.3% | +599.3% | +725.0% |
| All | +644.6% | +45.8% | +598.8% | +725.0% |
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 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