+632.2%
VRT vs NVTS
-37.5%
+669.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.8% |
| 7D | -17.7% | +9.6% | -27.3% | -18.9% |
| 30D | -20.0% | -13.0% | -7.0% | -18.5% |
| 3M | -28.1% | -28.8% | +0.7% | -24.6% |
| 6M | -42.8% | -48.5% | +5.6% | -38.6% |
| YTD | +20.0% | +31.4% | -11.4% | +10.5% |
| 1Y | +3.5% | -2.3% | +5.8% | -1.0% |
| 3Y | +366.1% | +49.8% | +316.3% | +275.4% |
| 5Y | +632.2% | -43.2% | +675.4% | +480.7% |
| All | +632.2% | -37.5% | +669.6% | +480.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling