-9.1%
NVTS vs DVA
+59.7%
-68.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | -16.5% | 0.0% | -16.5% | -16.6% |
| 3M | -47.6% | -10.9% | -36.7% | -47.1% |
| 6M | +7.3% | +17.3% | -10.0% | +2.0% |
| YTD | +62.9% | +59.8% | +3.1% | +42.1% |
| 1Y | +91.3% | +36.3% | +55.0% | +73.2% |
| 3Y | +43.4% | +88.6% | -45.2% | +13.1% |
| All | -9.1% | +59.7% | -68.8% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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