+100.5%
CTVA vs NVTS
-16.8%
+117.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -0.8% |
| 7D | -4.5% | -1.4% | -3.1% | -4.5% |
| 30D | +11.3% | -16.5% | +27.8% | +11.8% |
| 3M | +12.3% | -47.6% | +60.0% | +14.0% |
| 6M | +7.2% | +7.3% | -0.1% | +5.7% |
| YTD | +26.0% | +62.9% | -36.9% | +22.2% |
| 1Y | +16.0% | +91.3% | -75.3% | +11.2% |
| 3Y | +73.9% | +43.4% | +30.5% | +64.7% |
| All | +100.5% | -16.8% | +117.3% | +78.2% |
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