-12.9%
NVTS vs NTAP
+125.2%
-138.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.4% |
| 7D | +0.5% | -1.0% | +1.4% | +1.3% |
| 30D | -18.0% | -7.5% | -10.5% | -12.4% |
| 3M | -45.6% | +14.6% | -60.2% | -52.2% |
| 6M | +28.5% | +91.0% | -62.5% | -30.4% |
| YTD | +56.2% | +73.7% | -17.5% | -8.7% |
| 1Y | +97.7% | +51.2% | +46.5% | +31.9% |
| 3Y | +35.0% | +146.1% | -111.1% | -49.6% |
| All | -12.9% | +125.2% | -138.1% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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