+62.5%
VWO vs NVTS
+38.1%
+24.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.5% |
| 7D | -1.8% | -1.4% | -0.3% | -1.7% |
| 30D | -0.1% | -16.5% | +16.4% | +0.5% |
| 3M | +2.2% | -47.6% | +49.9% | +4.1% |
| 6M | +8.8% | +7.3% | +1.5% | +7.5% |
| YTD | +12.4% | +62.9% | -50.5% | +9.4% |
| 1Y | +15.6% | +91.3% | -75.7% | +11.6% |
| 3Y | +62.5% | +43.4% | +19.1% | +67.1% |
| All | +62.5% | +38.1% | +24.4% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling