-25.3%
NVTS vs D
+12.0%
-37.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -5.2% |
| 7D | +21.6% | -3.1% | +24.7% | +21.0% |
| 30D | -8.5% | +8.4% | -16.9% | -6.9% |
| 3M | -31.4% | +0.2% | -31.6% | -31.1% |
| 6M | -50.3% | +9.5% | -59.8% | -49.4% |
| YTD | +33.9% | +18.8% | +15.1% | +37.5% |
| 1Y | +10.6% | +14.7% | -4.1% | +13.4% |
| 3Y | +52.7% | +72.9% | -20.2% | +51.0% |
| 5Y | -48.5% | +13.1% | -61.6% | -46.1% |
| All | -25.3% | +12.0% | -37.4% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling