-9.4%
NVTS vs CAPR
+117.1%
-126.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -3.2% |
| 7D | +3.5% | -12.6% | +16.1% | +3.9% |
| 30D | -11.9% | +124.4% | -136.3% | -14.7% |
| 3M | -49.2% | -66.8% | +17.5% | -48.6% |
| 6M | +38.4% | -71.8% | +110.2% | +40.9% |
| YTD | +62.5% | -70.1% | +132.5% | +64.8% |
| 1Y | +101.4% | +33.3% | +68.1% | +78.3% |
| 3Y | +40.4% | +36.7% | +3.7% | -1.4% |
| All | -9.4% | +117.1% | -126.5% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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