+61.2%
VT vs NVTS
-31.5%
+92.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.3% | -8.7% | +2.0% |
| 7D | +0.4% | +20.8% | -20.4% | -0.7% |
| 30D | -2.6% | -11.1% | +8.5% | -2.3% |
| 3M | -3.2% | -31.0% | +27.8% | -1.8% |
| 6M | +0.9% | -47.4% | +48.3% | +2.7% |
| YTD | +11.3% | +34.2% | -22.9% | +6.8% |
| 1Y | +14.0% | +22.2% | -8.2% | +9.6% |
| 3Y | +75.8% | +68.4% | +7.5% | +57.9% |
| 5Y | +57.8% | -39.0% | +96.9% | +41.1% |
| All | +61.2% | -31.5% | +92.6% | +43.6% |
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