-36.5%
DIS vs NVTS
-14.2%
-22.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -1.1% | +9.7% | -10.8% | -1.6% |
| 30D | +0.1% | -13.6% | +13.7% | +0.8% |
| 3M | +7.1% | -51.0% | +58.1% | +10.4% |
| 6M | +4.3% | +46.3% | -42.1% | -0.9% |
| YTD | -6.9% | +68.1% | -75.0% | -13.0% |
| 1Y | -10.3% | +113.9% | -124.2% | -18.7% |
| 3Y | +32.8% | +45.3% | -12.5% | +19.8% |
| All | -36.5% | -14.2% | -22.3% | -46.7% |
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