-26.7%
NVTS vs CAPR
+122.9%
-149.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.9% | +7.9% | -1.7% |
| 7D | +9.6% | +7.6% | +1.9% | +9.4% |
| 30D | -13.0% | +13.3% | -26.3% | -13.4% |
| 3M | -28.8% | +130.4% | -159.2% | -31.2% |
| 6M | -48.5% | -70.8% | +22.3% | -47.6% |
| YTD | +31.4% | -69.3% | +100.6% | +32.9% |
| 1Y | -2.3% | +59.5% | -61.8% | -15.0% |
| 3Y | +49.8% | +216.8% | -166.9% | -9.9% |
| 5Y | -43.2% | +152.7% | -195.9% | -66.9% |
| All | -26.7% | +122.9% | -149.6% | -51.8% |
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