-9.1%
NVTS vs BTDR
+20.8%
-29.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +3.4% |
| 7D | -1.4% | -3.4% | +2.0% | -0.6% |
| 30D | -16.5% | +32.6% | -49.1% | -22.2% |
| 3M | -47.6% | -32.2% | -15.4% | -43.3% |
| 6M | +7.3% | +52.4% | -45.1% | -3.5% |
| YTD | +62.9% | +6.7% | +56.2% | +57.8% |
| 1Y | +91.3% | -15.2% | +106.5% | +91.1% |
| 3Y | +43.4% | +14.9% | +28.5% | +24.2% |
| All | -9.1% | +20.8% | -29.9% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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