+57.1%
VT vs NVTS
-38.4%
+95.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.5% | -9.3% | -0.3% |
| 7D | -2.3% | +1.5% | -3.9% | -2.5% |
| 30D | -5.0% | -23.8% | +18.9% | -3.9% |
| 3M | -4.9% | -30.6% | +25.7% | -3.5% |
| 6M | -1.5% | -48.4% | +46.8% | +0.2% |
| YTD | +8.5% | +20.6% | -12.1% | +4.7% |
| 1Y | +11.4% | -2.5% | +13.9% | +8.3% |
| 3Y | +70.1% | +44.0% | +26.1% | +54.4% |
| 5Y | +53.7% | -42.6% | +96.4% | +38.1% |
| All | +57.1% | -38.4% | +95.5% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling