+6.4%
F vs NVTS
-31.5%
+37.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.3% | -10.6% | -0.2% |
| 7D | -0.6% | +20.8% | -21.4% | -2.2% |
| 30D | +2.9% | -11.1% | +14.0% | +3.3% |
| 3M | -9.5% | -31.0% | +21.6% | -7.6% |
| 6M | +4.0% | -47.4% | +51.4% | +6.8% |
| YTD | -1.3% | +34.2% | -35.4% | -7.4% |
| 1Y | -1.9% | +22.2% | -24.1% | -7.8% |
| 3Y | +53.5% | +68.4% | -14.9% | +28.6% |
| 5Y | -15.1% | -39.0% | +23.9% | -25.5% |
| All | +6.4% | -31.5% | +37.9% | -8.3% |
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