-7.8%
NVTS vs D
+9.3%
-17.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.2% |
| 7D | +2.7% | +1.5% | +1.2% | +3.0% |
| 30D | -4.5% | -2.6% | -1.9% | -4.9% |
| 3M | -61.5% | 0.0% | -61.5% | -61.5% |
| 6M | +28.0% | +7.4% | +20.6% | +29.5% |
| YTD | +65.3% | +15.9% | +49.4% | +68.3% |
| 1Y | +113.0% | +18.1% | +94.9% | +117.7% |
| 3Y | +34.7% | +58.4% | -23.7% | +31.0% |
| All | -7.8% | +9.3% | -17.1% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling