+14.3%
F vs NVTS
-17.0%
+31.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -3.7% |
| 7D | -4.9% | +3.5% | -8.4% | -5.1% |
| 30D | -2.9% | -11.9% | +9.0% | -2.1% |
| 3M | -9.1% | -49.2% | +40.2% | -5.1% |
| 6M | +12.9% | +38.4% | -25.5% | +7.3% |
| YTD | +6.1% | +62.5% | -56.4% | -1.4% |
| 1Y | +22.5% | +101.4% | -78.9% | +10.0% |
| 3Y | +32.1% | +40.4% | -8.4% | +18.1% |
| All | +14.3% | -17.0% | +31.4% | -2.3% |
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