-21.3%
NVTS vs M
+13.8%
-35.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +7.8% |
| 7D | +7.9% | -3.3% | +11.2% | +10.0% |
| 30D | +0.8% | +8.1% | -7.3% | -3.0% |
| 3M | -26.0% | +2.2% | -28.2% | -27.1% |
| 6M | -55.5% | +35.1% | -90.7% | -61.9% |
| YTD | +41.0% | +15.8% | +25.2% | +28.6% |
| 1Y | +10.4% | +25.8% | -15.4% | -4.3% |
| 3Y | +60.9% | +156.2% | -95.4% | -8.9% |
| 5Y | -42.8% | -2.4% | -40.4% | -55.9% |
| All | -21.3% | +13.8% | -35.1% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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