+80.9%
LIN vs NVTS
-36.0%
+116.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.1% | +0.9% |
| 7D | +2.1% | +3.9% | -1.9% | +2.0% |
| 30D | +6.8% | -4.3% | +11.1% | +6.7% |
| 3M | +10.4% | -34.5% | +44.9% | +11.4% |
| 6M | +3.2% | -57.7% | +60.9% | +4.9% |
| YTD | +24.6% | +25.4% | -0.8% | +21.3% |
| 1Y | +24.4% | +13.1% | +11.2% | +21.4% |
| 3Y | +36.7% | +48.9% | -12.2% | +26.9% |
| 5Y | +67.0% | -51.8% | +118.8% | +54.6% |
| All | +80.9% | -36.0% | +116.8% | +66.9% |
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