+103.2%
COST vs NVTS
-16.8%
+120.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | +0.2% |
| 7D | -1.2% | -1.4% | +0.2% | -1.2% |
| 30D | -4.7% | -16.5% | +11.8% | -4.4% |
| 3M | -7.1% | -47.6% | +40.5% | -6.1% |
| 6M | -8.5% | +7.3% | -15.8% | -9.9% |
| YTD | +5.4% | +62.9% | -57.5% | +2.2% |
| 1Y | -5.6% | +91.3% | -96.9% | -9.6% |
| 3Y | +68.5% | +43.4% | +25.1% | +62.0% |
| All | +103.2% | -16.8% | +120.0% | +94.6% |
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