+333.7%
APP vs NVTS
-28.0%
+361.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.4% | -5.0% | +1.4% |
| 7D | +48.9% | +7.9% | +41.0% | +46.7% |
| 30D | +49.4% | +0.8% | +48.6% | +48.3% |
| 3M | +27.0% | -26.0% | +53.0% | +30.3% |
| 6M | -15.4% | -55.5% | +40.1% | -10.2% |
| YTD | -39.9% | +41.0% | -81.0% | -47.3% |
| 1Y | -32.0% | +10.4% | -42.4% | -38.4% |
| 3Y | +824.3% | +60.9% | +763.5% | +588.7% |
| 5Y | +252.4% | -42.8% | +295.2% | +202.2% |
| All | +333.7% | -28.0% | +361.7% | +267.0% |
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