-30.1%
NVTS vs BEN
+54.2%
-84.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.8% |
| 7D | +3.9% | +6.8% | -2.8% | -2.7% |
| 30D | -4.3% | +18.0% | -22.3% | -18.2% |
| 3M | -34.5% | +7.5% | -41.9% | -38.0% |
| 6M | -57.7% | +14.7% | -72.4% | -62.3% |
| YTD | +25.4% | +56.1% | -30.7% | -18.6% |
| 1Y | +13.1% | +69.6% | -56.4% | -32.5% |
| 3Y | +48.9% | +87.7% | -38.8% | -22.3% |
| 5Y | -51.8% | +28.6% | -80.4% | -66.1% |
| All | -30.1% | +54.2% | -84.3% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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