-25.3%
NVTS vs ALL
+137.4%
-162.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -4.5% |
| 7D | +21.6% | 0.0% | +21.6% | +21.9% |
| 30D | -8.5% | +12.8% | -21.3% | -4.7% |
| 3M | -31.4% | +4.7% | -36.0% | -29.8% |
| 6M | -50.3% | +24.9% | -75.3% | -47.0% |
| YTD | +33.9% | +30.0% | +3.9% | +43.7% |
| 1Y | +10.6% | +29.9% | -19.3% | +18.8% |
| 3Y | +52.7% | +117.5% | -64.8% | +36.3% |
| 5Y | -48.5% | +161.7% | -210.2% | -54.3% |
| All | -25.3% | +137.4% | -162.8% | -32.9% |
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