+1,101.0%
VRT vs NVTS
-15.6%
+1,116.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.3% | -2.0% | +3.5% |
| 7D | +9.1% | +2.7% | +6.4% | +8.7% |
| 30D | +0.9% | -4.5% | +5.4% | +1.5% |
| 3M | -13.4% | -61.5% | +48.1% | -2.1% |
| 6M | +11.7% | +28.0% | -16.3% | +4.2% |
| YTD | +73.2% | +65.3% | +8.0% | +54.6% |
| 1Y | +123.4% | +113.0% | +10.4% | +89.9% |
| 3Y | +606.2% | +34.7% | +571.5% | +499.6% |
| All | +1,101.0% | -15.6% | +1,116.6% | +850.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling