+49.2%
EXC vs NVTS
-28.0%
+77.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.4% | -7.2% | +0.2% |
| 7D | -1.4% | +7.9% | -9.3% | -1.3% |
| 30D | +8.3% | +0.8% | +7.5% | +8.4% |
| 3M | +2.6% | -26.0% | +28.6% | +2.5% |
| 6M | +5.2% | -55.5% | +60.7% | +5.0% |
| YTD | +7.5% | +41.0% | -33.5% | +7.8% |
| 1Y | +3.2% | +10.4% | -7.3% | +3.3% |
| 3Y | +29.5% | +60.9% | -31.3% | +32.5% |
| 5Y | +39.7% | -42.8% | +82.4% | +44.0% |
| All | +49.2% | -28.0% | +77.1% | +49.7% |
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