-9.2%
ABT vs NVTS
-16.8%
+7.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -1.4% |
| 7D | -5.9% | -1.4% | -4.4% | -5.9% |
| 30D | -8.1% | -16.5% | +8.4% | -8.1% |
| 3M | +14.5% | -47.6% | +62.2% | +14.8% |
| 6M | -6.3% | +7.3% | -13.6% | -6.9% |
| YTD | -17.1% | +62.9% | -80.0% | -18.3% |
| 1Y | -21.4% | +91.3% | -112.7% | -23.0% |
| 3Y | +5.9% | +43.4% | -37.5% | +5.5% |
| All | -9.2% | -16.8% | +7.6% | -12.4% |
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