+78.9%
LIN vs NVTS
-31.5%
+110.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.3% | -10.3% | +0.7% |
| 7D | +0.1% | +20.8% | -20.7% | -0.5% |
| 30D | +7.6% | -11.1% | +18.7% | +7.7% |
| 3M | +6.5% | -31.0% | +37.6% | +7.4% |
| 6M | +6.2% | -47.4% | +53.6% | +7.1% |
| YTD | +23.2% | +34.2% | -10.9% | +19.7% |
| 1Y | +25.4% | +22.2% | +3.2% | +22.0% |
| 3Y | +38.3% | +68.4% | -30.1% | +27.4% |
| 5Y | +64.4% | -39.0% | +103.4% | +51.7% |
| All | +78.9% | -31.5% | +110.4% | +64.8% |
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