+69.7%
VUG vs NVTS
-36.0%
+105.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -0.5% |
| 7D | +2.5% | +3.9% | -1.4% | +2.2% |
| 30D | -6.3% | -4.3% | -1.9% | -6.2% |
| 3M | -6.0% | -34.5% | +28.4% | -3.7% |
| 6M | -3.5% | -57.7% | +54.2% | +0.5% |
| YTD | +3.9% | +25.4% | -21.4% | -1.6% |
| 1Y | +5.1% | +13.1% | -8.0% | +0.1% |
| 3Y | +77.9% | +48.9% | +28.9% | +54.1% |
| 5Y | +62.4% | -51.8% | +114.2% | +41.5% |
| All | +69.7% | -36.0% | +105.6% | +48.1% |
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