+109.1%
DE vs NVTS
-16.8%
+125.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.5% |
| 7D | -2.6% | -1.4% | -1.1% | -2.5% |
| 30D | +9.0% | -16.5% | +25.5% | +9.7% |
| 3M | +19.1% | -47.6% | +66.8% | +21.6% |
| 6M | +14.4% | +7.3% | +7.1% | +12.4% |
| YTD | +45.9% | +62.9% | -16.9% | +40.2% |
| 1Y | +43.6% | +91.3% | -47.7% | +35.8% |
| 3Y | +75.9% | +43.4% | +32.5% | +63.1% |
| All | +109.1% | -16.8% | +125.9% | +78.1% |
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