-25.3%
NVTS vs CAPR
+157.3%
-182.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.7% | +3.7% | -4.7% |
| 7D | +21.6% | +19.1% | +2.6% | +20.8% |
| 30D | -8.5% | +48.8% | -57.4% | -9.8% |
| 3M | -31.4% | +144.4% | -175.8% | -33.9% |
| 6M | -50.3% | -67.5% | +17.2% | -49.7% |
| YTD | +33.9% | -64.5% | +98.4% | +34.7% |
| 1Y | +10.6% | +74.4% | -63.8% | -3.5% |
| 3Y | +52.7% | +265.7% | -213.0% | -8.7% |
| 5Y | -48.5% | +196.0% | -244.4% | -70.5% |
| All | -25.3% | +157.3% | -182.6% | -51.2% |
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