+87.6%
NVTS vs BTSG
+389.4%
-301.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.9% |
| 7D | -1.4% | -3.3% | +1.9% | -0.4% |
| 30D | -16.5% | -1.6% | -14.9% | -16.1% |
| 3M | -47.6% | -6.9% | -40.7% | -46.9% |
| 6M | +7.3% | +42.1% | -34.8% | -2.0% |
| YTD | +62.9% | +56.8% | +6.1% | +46.0% |
| 1Y | +91.3% | +109.8% | -18.5% | +64.2% |
| All | +87.6% | +389.4% | -301.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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