-25.2%
NVTS vs ACWI
+63.0%
-88.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.6% | +8.7% | +3.6% |
| 7D | +20.8% | +0.3% | +20.5% | +21.8% |
| 30D | -11.1% | -2.8% | -8.3% | -0.5% |
| 3M | -31.0% | -3.2% | -27.9% | -21.3% |
| 6M | -47.4% | +1.3% | -48.6% | -44.1% |
| YTD | +34.2% | +11.2% | +23.0% | +15.6% |
| 1Y | +22.2% | +13.8% | +8.4% | +0.4% |
| 3Y | +68.4% | +76.2% | -7.8% | -48.9% |
| 5Y | -39.0% | +59.5% | -98.5% | -74.8% |
| All | -25.2% | +63.0% | -88.1% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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