-26.9%
NOW vs NVTS
-32.9%
+6.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.9% |
| 7D | -8.7% | +9.6% | -18.3% | -9.4% |
| 30D | -29.3% | -13.0% | -16.3% | -28.8% |
| 3M | -21.8% | -28.8% | +6.9% | -20.6% |
| 6M | +9.2% | -48.5% | +57.7% | +11.0% |
| YTD | -35.0% | +31.4% | -66.3% | -40.3% |
| 1Y | -42.5% | -2.3% | -40.2% | -46.0% |
| 3Y | -21.5% | +49.8% | -71.4% | -35.6% |
| 5Y | -25.8% | -43.2% | +17.4% | -33.7% |
| All | -26.9% | -32.9% | +6.0% | -34.3% |
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