+59.8%
IR vs NVTS
-36.0%
+95.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +0.1% |
| 7D | +2.5% | +3.9% | -1.4% | +2.2% |
| 30D | +9.2% | -4.3% | +13.5% | +9.1% |
| 3M | +0.9% | -34.5% | +35.4% | +2.9% |
| 6M | +19.2% | -57.7% | +77.0% | +23.2% |
| YTD | +7.5% | +25.4% | -17.9% | +2.1% |
| 1Y | +11.7% | +13.1% | -1.4% | +6.7% |
| 3Y | +23.9% | +48.9% | -25.0% | +8.2% |
| 5Y | +46.4% | -51.8% | +98.1% | +27.2% |
| All | +59.8% | -36.0% | +95.8% | +32.8% |
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