-30.1%
NVTS vs MET
+83.3%
-113.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.1% | -6.9% |
| 7D | +3.9% | +4.5% | -0.5% | +1.0% |
| 30D | -4.3% | +3.5% | -7.9% | -6.4% |
| 3M | -34.5% | +5.9% | -40.4% | -37.3% |
| 6M | -57.7% | +33.1% | -90.8% | -66.7% |
| YTD | +25.4% | +33.6% | -8.2% | -2.5% |
| 1Y | +13.1% | +32.7% | -19.5% | -11.5% |
| 3Y | +48.9% | +85.0% | -36.1% | -15.2% |
| 5Y | -51.8% | +85.6% | -137.4% | -70.8% |
| All | -30.1% | +83.3% | -113.4% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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