-4.0%
LOW vs NVTS
-16.8%
+12.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | 0.0% |
| 7D | -3.7% | -1.4% | -2.3% | -3.7% |
| 30D | -8.9% | -16.5% | +7.6% | -8.4% |
| 3M | -10.4% | -47.6% | +37.2% | -8.8% |
| 6M | -19.4% | +7.3% | -26.7% | -21.0% |
| YTD | -17.1% | +62.9% | -80.0% | -20.6% |
| 1Y | -26.3% | +91.3% | -117.5% | -30.7% |
| 3Y | -9.9% | +43.4% | -53.3% | -15.1% |
| All | -4.0% | -16.8% | +12.8% | -11.0% |
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