+42.9%
EXC vs NVTS
-17.0%
+60.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.6% |
| 7D | +0.3% | +3.5% | -3.1% | +0.4% |
| 30D | -0.9% | -11.9% | +11.1% | -0.9% |
| 3M | -2.7% | -49.2% | +46.6% | -2.9% |
| 6M | -9.4% | +38.4% | -47.8% | -9.2% |
| YTD | +3.0% | +62.5% | -59.4% | +3.3% |
| 1Y | +5.1% | +101.4% | -96.2% | +5.5% |
| 3Y | +20.6% | +40.4% | -19.8% | +24.1% |
| All | +42.9% | -17.0% | +60.0% | +43.5% |
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