+81.7%
CME vs NVTS
-31.6%
+113.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +4.9% | -0.2% |
| 7D | +2.7% | +21.6% | -18.9% | +2.9% |
| 30D | +13.5% | -8.5% | +22.0% | +13.5% |
| 3M | +20.9% | -31.4% | +52.3% | +20.7% |
| 6M | +11.5% | -50.3% | +61.8% | +11.4% |
| YTD | +19.5% | +33.9% | -14.4% | +19.7% |
| 1Y | +17.2% | +10.6% | +6.6% | +17.4% |
| 3Y | +65.1% | +52.7% | +12.4% | +67.0% |
| 5Y | +73.1% | -48.5% | +121.6% | +74.9% |
| All | +81.7% | -31.6% | +113.4% | +84.2% |
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