+59.0%
NET vs NVTS
-15.6%
+74.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.3% | -8.3% | -2.9% |
| 7D | -7.0% | +2.7% | -9.7% | -7.4% |
| 30D | -4.8% | -4.5% | -0.3% | -4.5% |
| 3M | +3.8% | -61.5% | +65.4% | +17.3% |
| 6M | +50.0% | +28.0% | +22.1% | +34.1% |
| YTD | +41.5% | +65.3% | -23.8% | +19.1% |
| 1Y | +32.8% | +113.0% | -80.2% | +4.0% |
| 3Y | +335.9% | +34.7% | +301.2% | +241.4% |
| All | +59.0% | -15.6% | +74.6% | +28.7% |
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