-9.4%
NVTS vs COO
-37.2%
+27.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.2% | +2.9% | +1.1% |
| 7D | +3.5% | -9.0% | +12.4% | +10.3% |
| 30D | -11.9% | -16.8% | +4.9% | -0.1% |
| 3M | -49.2% | -7.5% | -41.7% | -47.9% |
| 6M | +38.4% | -16.3% | +54.7% | +51.2% |
| YTD | +62.5% | -22.5% | +85.0% | +90.9% |
| 1Y | +101.4% | -7.0% | +108.4% | +100.1% |
| 3Y | +40.4% | -27.5% | +67.9% | +63.4% |
| All | -9.4% | -37.2% | +27.8% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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