+69.7%
VT vs NVTS
+25.0%
+44.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -15.8% | +11.7% | -3.5% |
| 7D | -4.2% | -14.6% | +10.4% | -3.7% |
| 30D | -5.8% | -34.3% | +28.5% | -4.6% |
| 3M | -5.2% | -36.4% | +31.1% | -4.0% |
| 6M | +0.1% | -55.2% | +55.3% | +1.9% |
| YTD | +8.2% | +10.1% | -1.9% | +6.6% |
| 1Y | +10.1% | -20.3% | +30.4% | +9.2% |
| All | +69.7% | +25.0% | +44.7% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling