+144.5%
ADI vs NVTS
-36.0%
+180.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.4% | +3.6% | -2.1% |
| 7D | +9.5% | +3.9% | +5.5% | +9.1% |
| 30D | -1.4% | -4.3% | +2.9% | -1.1% |
| 3M | +4.7% | -34.5% | +39.2% | +8.5% |
| 6M | -7.4% | -57.7% | +50.3% | -1.3% |
| YTD | +48.1% | +25.4% | +22.7% | +40.6% |
| 1Y | +69.6% | +13.1% | +56.5% | +62.2% |
| 3Y | +144.4% | +48.9% | +95.4% | +110.5% |
| 5Y | +134.1% | -51.8% | +185.9% | +105.2% |
| All | +144.5% | -36.0% | +180.5% | +109.6% |
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