-21.3%
NVTS vs RF
+55.1%
-76.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +7.9% | -1.3% | +9.3% | +9.6% |
| 30D | +0.8% | +4.6% | -3.8% | -2.8% |
| 3M | -26.0% | -8.4% | -17.5% | -20.4% |
| 6M | -55.5% | +8.9% | -64.4% | -59.3% |
| YTD | +41.0% | +8.8% | +32.2% | +28.7% |
| 1Y | +10.4% | +18.9% | -8.5% | -6.7% |
| 3Y | +60.9% | +116.0% | -55.1% | -17.8% |
| 5Y | -42.8% | +46.0% | -88.8% | -61.1% |
| All | -21.3% | +55.1% | -76.4% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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