+321.8%
APP vs NVTS
-31.6%
+353.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.1% | +2.3% | -2.1% |
| 7D | +10.6% | +21.6% | -11.1% | +8.0% |
| 30D | +44.6% | -8.5% | +53.1% | +45.2% |
| 3M | +29.6% | -31.4% | +61.0% | +34.2% |
| 6M | -19.8% | -50.3% | +30.6% | -15.9% |
| YTD | -41.6% | +33.9% | -75.5% | -48.4% |
| 1Y | -32.7% | +10.6% | -43.3% | -39.1% |
| 3Y | +799.0% | +52.7% | +746.3% | +574.1% |
| 5Y | +250.4% | -48.5% | +298.9% | +203.0% |
| All | +321.8% | -31.6% | +353.4% | +259.2% |
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