+60.4%
VT vs NVTS
-32.9%
+93.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | -0.1% | +9.6% | -9.7% | -0.7% |
| 30D | -3.1% | -13.0% | +9.9% | -2.6% |
| 3M | -3.5% | -28.8% | +25.3% | -2.2% |
| 6M | +0.5% | -48.5% | +48.9% | +2.3% |
| YTD | +10.8% | +31.4% | -20.6% | +6.4% |
| 1Y | +11.9% | -2.3% | +14.2% | +8.9% |
| 3Y | +73.0% | +49.8% | +23.1% | +57.3% |
| 5Y | +58.6% | -43.2% | +101.8% | +42.0% |
| All | +60.4% | -32.9% | +93.3% | +43.1% |
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