+19.7%
NVTS vs CART
+40.2%
-20.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.0% | -6.5% |
| 7D | +3.9% | +1.3% | +2.7% | +3.6% |
| 30D | -4.3% | +19.2% | -23.5% | -8.5% |
| 3M | -34.5% | +17.6% | -52.0% | -37.4% |
| 6M | -57.7% | +47.4% | -105.1% | -62.2% |
| YTD | +25.4% | +30.9% | -5.5% | +15.4% |
| 1Y | +13.1% | +46.0% | -32.8% | +0.6% |
| 3Y | +48.9% | +130.3% | -81.4% | +6.5% |
| All | +19.7% | +40.2% | -20.5% | -11.2% |
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