-27.9%
DIS vs NVTS
-32.9%
+5.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | +4.4% | +9.6% | -5.2% | +3.8% |
| 30D | +10.3% | -13.0% | +23.3% | +10.8% |
| 3M | +15.5% | -28.8% | +44.3% | +16.9% |
| 6M | +11.2% | -48.5% | +59.7% | +12.8% |
| YTD | +5.6% | +31.4% | -25.8% | -0.5% |
| 1Y | +7.7% | -2.3% | +10.0% | +3.2% |
| 3Y | +39.3% | +49.8% | -10.5% | +21.6% |
| 5Y | -29.5% | -43.2% | +13.7% | -42.3% |
| All | -27.9% | -32.9% | +5.0% | -39.1% |
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