+103.0%
C vs NVTS
-32.9%
+135.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | -0.4% | +9.6% | -9.9% | -1.0% |
| 30D | -5.2% | -13.0% | +7.8% | -4.7% |
| 3M | -9.1% | -28.8% | +19.7% | -7.6% |
| 6M | -1.6% | -48.5% | +46.9% | +0.5% |
| YTD | +6.9% | +31.4% | -24.4% | +1.5% |
| 1Y | +23.0% | -2.3% | +25.3% | +18.6% |
| 3Y | +216.1% | +49.8% | +166.3% | +179.5% |
| 5Y | +112.2% | -43.2% | +155.4% | +77.4% |
| All | +103.0% | -32.9% | +135.9% | +69.0% |
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