+76.4%
VUG vs NVTS
-17.0%
+93.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | +0.1% | +3.5% | -3.4% | -0.2% |
| 30D | -1.7% | -11.9% | +10.2% | -0.9% |
| 3M | +2.8% | -49.2% | +52.1% | +6.9% |
| 6M | +13.6% | +38.4% | -24.8% | +8.1% |
| YTD | +8.1% | +62.5% | -54.4% | +0.9% |
| 1Y | +13.1% | +101.4% | -88.3% | +2.4% |
| 3Y | +87.0% | +40.4% | +46.5% | +67.9% |
| All | +76.4% | -17.0% | +93.5% | +51.9% |
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 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