+1,283.4%
FIX vs NVTS
-31.5%
+1,314.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +11.3% | -1.9% | +8.3% |
| 7D | -7.2% | +20.8% | -28.0% | -9.0% |
| 30D | -35.1% | -11.1% | -24.0% | -34.5% |
| 3M | -34.3% | -31.0% | -3.2% | -32.1% |
| 6M | -42.9% | -47.4% | +4.4% | -40.4% |
| YTD | +19.5% | +34.2% | -14.7% | +14.3% |
| 1Y | +16.8% | +22.2% | -5.4% | +12.3% |
| 3Y | +506.7% | +68.4% | +438.3% | +430.1% |
| 5Y | +1,046.7% | -39.0% | +1,085.7% | +937.6% |
| All | +1,283.4% | -31.5% | +1,314.8% | +1,166.0% |
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