-48.5%
NVTS vs BEN
+29.7%
-78.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.9% | -3.8% |
| 7D | +21.6% | +11.3% | +10.3% | +9.0% |
| 30D | -8.5% | +15.0% | -23.5% | -19.8% |
| 3M | -31.4% | +7.8% | -39.2% | -35.4% |
| 6M | -50.3% | +15.5% | -65.8% | -56.1% |
| YTD | +33.9% | +55.4% | -21.5% | -13.5% |
| 1Y | +10.6% | +63.3% | -52.6% | -32.0% |
| 3Y | +52.7% | +83.4% | -30.7% | -19.9% |
| 5Y | -48.5% | +28.1% | -76.6% | -66.5% |
| All | -48.5% | +29.7% | -78.2% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling