-42.9%
VRT vs NVTS
-56.0%
+13.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.1% | +6.6% | +3.2% |
| 7D | +18.6% | +21.6% | -3.0% | +11.1% |
| 30D | -11.7% | -8.5% | -3.1% | -9.9% |
| 3M | -27.3% | -31.4% | +4.1% | -19.6% |
| 6M | -42.9% | -50.3% | +7.5% | -33.7% |
| All | -42.9% | -56.0% | +13.1% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling