+54.9%
CI vs NVTS
-32.9%
+87.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +2.5% |
| 7D | +2.6% | +9.6% | -7.0% | +2.7% |
| 30D | +7.3% | -13.0% | +20.3% | +7.3% |
| 3M | +9.5% | -28.8% | +38.3% | +9.4% |
| 6M | +6.4% | -48.5% | +54.9% | +6.3% |
| YTD | +12.0% | +31.4% | -19.4% | +11.8% |
| 1Y | +20.1% | -2.3% | +22.4% | +19.8% |
| 3Y | +9.6% | +49.8% | -40.3% | +10.9% |
| 5Y | +52.7% | -43.2% | +95.9% | +49.8% |
| All | +54.9% | -32.9% | +87.8% | +53.2% |
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