+154.6%
NEM vs NVTS
-16.8%
+171.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.3% |
| 7D | -1.0% | -1.4% | +0.4% | -0.9% |
| 30D | +7.8% | -16.5% | +24.3% | +8.6% |
| 3M | +30.2% | -47.6% | +77.8% | +33.1% |
| 6M | +9.6% | +7.3% | +2.3% | +8.6% |
| YTD | +27.8% | +62.9% | -35.1% | +24.5% |
| 1Y | +60.7% | +91.3% | -30.6% | +56.0% |
| 3Y | +245.3% | +43.4% | +201.9% | +230.2% |
| All | +154.6% | -16.8% | +171.4% | +128.8% |
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