+115.7%
COP vs NVTS
-16.8%
+132.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | +0.2% |
| 7D | +2.3% | -1.4% | +3.7% | +2.3% |
| 30D | +8.6% | -16.5% | +25.1% | +8.9% |
| 3M | +19.9% | -47.6% | +67.5% | +20.9% |
| 6M | +19.0% | +7.3% | +11.7% | +17.9% |
| YTD | +50.0% | +62.9% | -12.9% | +47.0% |
| 1Y | +50.5% | +91.3% | -40.8% | +46.6% |
| 3Y | +25.2% | +43.4% | -18.2% | +22.2% |
| All | +115.7% | -16.8% | +132.5% | +103.6% |
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