-30.1%
NVTS vs CAPR
+139.4%
-169.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.9% | +0.6% | -6.1% |
| 7D | +3.9% | +5.9% | -1.9% | +3.7% |
| 30D | -4.3% | +44.6% | -48.9% | -5.6% |
| 3M | -34.5% | +126.4% | -160.8% | -36.7% |
| 6M | -57.7% | -68.6% | +10.9% | -57.1% |
| YTD | +25.4% | -67.0% | +92.3% | +26.5% |
| 1Y | +13.1% | +65.2% | -52.0% | -1.3% |
| 3Y | +48.9% | +235.6% | -186.6% | -10.5% |
| 5Y | -51.8% | +175.4% | -227.2% | -72.3% |
| All | -30.1% | +139.4% | -169.5% | -54.2% |
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