-12.9%
NVTS vs ALL
+124.2%
-137.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -4.1% |
| 7D | +0.5% | -4.3% | +4.8% | -0.7% |
| 30D | -18.0% | -3.6% | -14.4% | -18.7% |
| 3M | -45.6% | +13.2% | -58.8% | -43.8% |
| 6M | +28.5% | +22.5% | +6.0% | +34.4% |
| YTD | +56.2% | +22.7% | +33.4% | +63.6% |
| 1Y | +97.7% | +28.3% | +69.4% | +107.3% |
| 3Y | +35.0% | +152.0% | -117.1% | +8.2% |
| All | -12.9% | +124.2% | -137.1% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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