-28.9%
ADSK vs NVTS
-16.8%
-12.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.1% |
| 7D | -2.5% | -1.4% | -1.1% | -2.5% |
| 30D | -14.9% | -16.5% | +1.6% | -14.0% |
| 3M | +3.3% | -47.6% | +51.0% | +6.8% |
| 6M | -15.7% | +7.3% | -22.9% | -19.5% |
| YTD | -28.2% | +62.9% | -91.1% | -34.5% |
| 1Y | -34.5% | +91.3% | -125.8% | -42.3% |
| 3Y | -2.9% | +43.4% | -46.3% | -15.8% |
| All | -28.9% | -16.8% | -12.1% | -39.9% |
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 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