-9.1%
NVTS vs MET
+72.4%
-81.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.0% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | -16.5% | +0.5% | -17.0% | -17.1% |
| 3M | -47.6% | +11.6% | -59.2% | -52.6% |
| 6M | +7.3% | +40.8% | -33.5% | -20.0% |
| YTD | +62.9% | +25.7% | +37.2% | +32.2% |
| 1Y | +91.3% | +24.4% | +66.9% | +56.3% |
| 3Y | +43.4% | +67.5% | -24.1% | -11.8% |
| All | -9.1% | +72.4% | -81.6% | -41.5% |
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