-28.0%
DIS vs NVTS
-31.5%
+3.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.3% | -9.2% | +1.5% |
| 7D | +5.3% | +20.8% | -15.5% | +4.2% |
| 30D | +10.2% | -11.1% | +21.4% | +10.6% |
| 3M | +13.5% | -31.0% | +44.6% | +15.1% |
| 6M | +11.1% | -47.4% | +58.5% | +12.6% |
| YTD | +5.5% | +34.2% | -28.7% | -0.7% |
| 1Y | +9.1% | +22.2% | -13.1% | +3.0% |
| 3Y | +36.0% | +68.4% | -32.4% | +16.6% |
| 5Y | -29.8% | -39.0% | +9.2% | -42.3% |
| All | -28.0% | -31.5% | +3.5% | -39.2% |
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