-25.2%
NVTS vs OVV
+76.6%
-101.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | 0.0% | +11.3% | +11.3% |
| 7D | +20.8% | -10.7% | +31.5% | +24.8% |
| 30D | -11.1% | -5.3% | -5.8% | -10.1% |
| 3M | -31.0% | +2.4% | -33.4% | -32.4% |
| 6M | -47.4% | +5.7% | -53.0% | -49.4% |
| YTD | +34.2% | +56.8% | -22.6% | +11.4% |
| 1Y | +22.2% | +59.3% | -37.1% | +0.7% |
| 3Y | +68.4% | +49.0% | +19.4% | +36.4% |
| 5Y | -39.0% | +88.1% | -127.1% | -51.8% |
| All | -25.2% | +76.6% | -101.8% | -40.2% |
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