+66.4%
VUG vs NVTS
-40.8%
+107.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.4% | -5.7% | +1.1% |
| 7D | -1.1% | +7.9% | -9.0% | -1.7% |
| 30D | -7.0% | +0.8% | -7.8% | -7.3% |
| 3M | -3.7% | -26.0% | +22.2% | -2.2% |
| 6M | -1.6% | -55.5% | +53.9% | +2.1% |
| YTD | +5.1% | +41.0% | -35.9% | -1.3% |
| 1Y | +3.8% | +10.4% | -6.7% | -1.1% |
| 3Y | +79.9% | +60.9% | +19.0% | +55.6% |
| 5Y | +66.4% | -42.8% | +109.2% | +44.2% |
| All | +66.4% | -40.8% | +107.2% | +44.2% |
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