-6.3%
NVTS vs OVV
+86.3%
-92.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +9.7% | -3.7% | +13.4% | +11.0% |
| 30D | -13.6% | +8.0% | -21.6% | -16.0% |
| 3M | -51.0% | +11.3% | -62.3% | -53.2% |
| 6M | +46.3% | +24.0% | +22.3% | +33.9% |
| YTD | +68.1% | +65.3% | +2.7% | +38.5% |
| 1Y | +113.9% | +60.2% | +53.7% | +75.9% |
| 3Y | +45.3% | +46.9% | -1.7% | +19.1% |
| All | -6.3% | +86.3% | -92.5% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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