+67.0%
VT vs NVTS
-15.6%
+82.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -0.3% |
| 7D | +0.4% | +2.7% | -2.3% | +0.3% |
| 30D | +1.0% | -4.5% | +5.4% | +1.1% |
| 3M | +2.4% | -61.5% | +63.9% | +6.5% |
| 6M | +12.0% | +28.0% | -16.0% | +8.6% |
| YTD | +15.3% | +65.3% | -49.9% | +9.9% |
| 1Y | +22.6% | +113.0% | -90.4% | +14.2% |
| 3Y | +74.7% | +34.7% | +40.0% | +63.1% |
| All | +67.0% | -15.6% | +82.6% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling