+133.6%
B vs NVTS
-32.9%
+166.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -6.0% |
| 7D | +7.1% | +9.6% | -2.5% | +6.6% |
| 30D | -3.3% | -13.0% | +9.7% | -2.9% |
| 3M | -2.5% | -28.8% | +26.2% | -1.4% |
| 6M | -7.2% | -48.5% | +41.2% | -5.5% |
| YTD | -7.4% | +31.4% | -38.7% | -9.1% |
| 1Y | +16.4% | -2.3% | +18.7% | +15.1% |
| 3Y | +178.7% | +49.8% | +128.9% | +168.3% |
| 5Y | +121.7% | -43.2% | +164.9% | +110.7% |
| All | +133.6% | -32.9% | +166.5% | +117.9% |
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