+40.1%
EXC vs NVTS
-37.5%
+77.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.3% |
| 7D | +0.1% | +9.6% | -9.5% | +0.2% |
| 30D | +9.0% | -13.0% | +22.0% | +9.0% |
| 3M | +3.3% | -28.8% | +32.1% | +3.2% |
| 6M | +5.7% | -48.5% | +54.1% | +5.5% |
| YTD | +7.3% | +31.4% | -24.0% | +7.5% |
| 1Y | +2.9% | -2.3% | +5.2% | +3.1% |
| 3Y | +29.3% | +49.8% | -20.5% | +32.3% |
| 5Y | +40.1% | -43.2% | +83.2% | +43.9% |
| All | +40.1% | -37.5% | +77.5% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling