+1,303.0%
FIX vs NVTS
-31.6%
+1,334.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.1% | +2.3% | -2.3% |
| 7D | +17.0% | +21.6% | -4.6% | +14.8% |
| 30D | -30.6% | -8.5% | -22.1% | -30.1% |
| 3M | -35.0% | -31.4% | -3.7% | -32.9% |
| 6M | -44.0% | -50.3% | +6.4% | -41.1% |
| YTD | +21.1% | +33.9% | -12.7% | +16.0% |
| 1Y | +16.3% | +10.6% | +5.6% | +12.7% |
| 3Y | +507.4% | +52.7% | +454.7% | +436.9% |
| 5Y | +1,052.1% | -48.5% | +1,100.6% | +933.2% |
| All | +1,303.0% | -31.6% | +1,334.6% | +1,184.4% |
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