+865.7%
BE vs NVTS
-31.6%
+897.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.1% | +1.5% | -2.5% |
| 7D | +20.5% | +21.6% | -1.1% | +15.6% |
| 30D | -23.4% | -8.5% | -14.8% | -21.4% |
| 3M | -14.9% | -31.4% | +16.5% | -7.2% |
| 6M | -28.1% | -50.3% | +22.3% | -16.8% |
| YTD | +132.4% | +33.9% | +98.5% | +116.0% |
| 1Y | +59.4% | +10.6% | +48.7% | +54.5% |
| 3Y | +1,815.8% | +52.7% | +1,763.1% | +1,459.1% |
| 5Y | +491.3% | -48.5% | +539.8% | +438.1% |
| All | +865.7% | -31.6% | +897.3% | +983.6% |
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