+29.1%
CVS vs NVTS
-16.8%
+45.9%
-56.8%
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% | -0.7% |
| 7D | -2.2% | -1.4% | -0.7% | -2.1% |
| 30D | -0.1% | -16.5% | +16.4% | 0.0% |
| 3M | -5.2% | -47.6% | +42.4% | -5.1% |
| 6M | +26.9% | +7.3% | +19.6% | +26.5% |
| YTD | +22.1% | +62.9% | -40.8% | +21.4% |
| 1Y | +30.8% | +91.3% | -60.5% | +30.1% |
| 3Y | +54.4% | +43.4% | +11.0% | +54.7% |
| All | +29.1% | -16.8% | +45.9% | +22.1% |
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