+2,001.1%
FIX vs NVTS
-16.8%
+2,017.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.3% | +2.0% | +5.9% |
| 7D | +5.0% | -1.4% | +6.4% | +5.2% |
| 30D | -2.7% | -16.5% | +13.8% | -1.1% |
| 3M | -8.2% | -47.6% | +39.4% | -3.4% |
| 6M | +20.3% | +7.3% | +13.0% | +17.8% |
| YTD | +81.4% | +62.9% | +18.5% | +70.9% |
| 1Y | +121.5% | +91.3% | +30.2% | +104.5% |
| 3Y | +807.4% | +43.4% | +764.0% | +710.6% |
| All | +2,001.1% | -16.8% | +2,017.9% | +1,792.5% |
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