-36.3%
DOW vs NVTS
-16.8%
-19.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.3% |
| 7D | -1.4% | -1.4% | 0.0% | -1.3% |
| 30D | -3.9% | -16.5% | +12.6% | -3.1% |
| 3M | -12.7% | -47.6% | +35.0% | -10.2% |
| 6M | -13.7% | +7.3% | -21.0% | -16.0% |
| YTD | +28.4% | +62.9% | -34.5% | +21.0% |
| 1Y | +21.8% | +91.3% | -69.5% | +12.4% |
| 3Y | -35.7% | +43.4% | -79.1% | -42.2% |
| All | -36.3% | -16.8% | -19.5% | -47.7% |
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