-32.7%
NVTS vs ACWI
+58.8%
-91.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.6% | +9.7% |
| 7D | +1.5% | -2.4% | +3.9% | +10.3% |
| 30D | -23.8% | -5.2% | -18.6% | -8.8% |
| 3M | -30.6% | -4.8% | -25.7% | -16.7% |
| 6M | -48.4% | -1.3% | -47.1% | -40.9% |
| YTD | +20.6% | +8.4% | +12.2% | +11.5% |
| 1Y | -2.5% | +11.0% | -13.6% | -14.4% |
| 3Y | +44.0% | +70.6% | -26.6% | -52.2% |
| 5Y | -42.6% | +55.3% | -97.9% | -74.5% |
| All | -32.7% | +58.8% | -91.5% | -70.9% |
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