+51.8%
CI vs NVTS
-36.0%
+87.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.2% |
| 7D | +1.2% | +3.9% | -2.8% | +1.2% |
| 30D | +2.6% | -4.3% | +6.9% | +2.6% |
| 3M | +7.4% | -34.5% | +41.9% | +7.3% |
| 6M | -0.1% | -57.7% | +57.6% | -0.2% |
| YTD | +9.7% | +25.4% | -15.6% | +9.5% |
| 1Y | +12.1% | +13.1% | -1.0% | +11.9% |
| 3Y | +7.0% | +48.9% | -41.9% | +8.1% |
| 5Y | +49.7% | -51.8% | +101.5% | +46.2% |
| All | +51.8% | -36.0% | +87.7% | +50.1% |
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