+323.8%
APP vs NVTS
-32.9%
+356.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.3% |
| 7D | +61.1% | +9.6% | +51.5% | +58.4% |
| 30D | +42.8% | -13.0% | +55.7% | +44.2% |
| 3M | +16.7% | -28.8% | +45.4% | +20.2% |
| 6M | -15.6% | -48.5% | +32.9% | -12.4% |
| YTD | -41.3% | +31.4% | -72.7% | -48.1% |
| 1Y | -39.3% | -2.3% | -37.0% | -44.2% |
| 3Y | +803.2% | +49.8% | +753.4% | +578.9% |
| 5Y | +313.2% | -43.2% | +356.3% | +256.5% |
| All | +323.8% | -32.9% | +356.7% | +261.8% |
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