+28.1%
NVTS vs CART
+39.2%
-11.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.6% | +10.7% | +11.1% |
| 7D | +20.8% | +1.5% | +19.3% | +20.6% |
| 30D | -11.1% | +22.4% | -33.5% | -15.5% |
| 3M | -31.0% | +16.5% | -47.6% | -34.0% |
| 6M | -47.4% | +44.9% | -92.2% | -52.6% |
| YTD | +34.2% | +30.0% | +4.2% | +23.8% |
| 1Y | +22.2% | +59.1% | -36.9% | +5.7% |
| 3Y | +68.4% | +138.8% | -70.4% | +19.3% |
| All | +28.1% | +39.2% | -11.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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