+12.5%
VUG vs NVTS
+87.1%
-74.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | -0.3% |
| 7D | -1.9% | +0.5% | -2.3% | -1.9% |
| 30D | -1.6% | -18.0% | +16.5% | -0.4% |
| 3M | +4.4% | -45.6% | +50.0% | +7.6% |
| 6M | +13.2% | +28.5% | -15.3% | +8.6% |
| YTD | +7.5% | +56.2% | -48.7% | +1.5% |
| 1Y | +12.5% | +97.7% | -85.2% | +4.1% |
| All | +12.5% | +87.1% | -74.6% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling