-99.9%
DFNS vs NVTS
-20.2%
-79.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +1.9% |
| 7D | -3.3% | +0.5% | -3.8% | -3.4% |
| 30D | -73.1% | -18.0% | -55.1% | -72.4% |
| 3M | -71.4% | -45.6% | -25.8% | -69.9% |
| 6M | -93.8% | +28.5% | -122.3% | -94.0% |
| YTD | -98.0% | +56.2% | -154.2% | -98.1% |
| 1Y | -98.2% | +97.7% | -195.9% | -98.2% |
| 3Y | -99.9% | +35.0% | -134.9% | -99.9% |
| All | -99.9% | -20.2% | -79.6% | -99.9% |
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