-9.1%
NVTS vs CHD
+19.6%
-28.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.4% |
| 7D | -1.4% | -4.5% | +3.0% | -4.1% |
| 30D | -16.5% | -6.7% | -9.8% | -19.8% |
| 3M | -47.6% | -2.7% | -44.9% | -47.7% |
| 6M | +7.3% | -4.9% | +12.2% | +8.2% |
| YTD | +62.9% | +13.3% | +49.5% | +76.5% |
| 1Y | +91.3% | +1.0% | +90.3% | +99.6% |
| 3Y | +43.4% | +1.3% | +42.1% | +48.7% |
| All | -9.1% | +19.6% | -28.8% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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