+43.5%
CI vs NVTS
-20.2%
+63.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.0% |
| 7D | -1.3% | +0.5% | -1.8% | -1.3% |
| 30D | +3.1% | -18.0% | +21.2% | +3.1% |
| 3M | -4.5% | -45.6% | +41.1% | -4.6% |
| 6M | +8.3% | +28.5% | -20.2% | +8.0% |
| YTD | +3.8% | +56.2% | -52.4% | +3.6% |
| 1Y | -5.0% | +97.7% | -102.7% | -5.1% |
| 3Y | +5.8% | +35.0% | -29.2% | +7.8% |
| All | +43.5% | -20.2% | +63.8% | +42.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling