-9.4%
NVTS vs S
-69.1%
+59.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | +3.5% | -1.2% | +4.7% | +4.1% |
| 30D | -11.9% | -12.6% | +0.6% | -6.8% |
| 3M | -49.2% | +27.6% | -76.8% | -56.6% |
| 6M | +38.4% | +35.5% | +3.0% | +13.6% |
| YTD | +62.5% | +29.6% | +32.9% | +35.0% |
| 1Y | +101.4% | +8.1% | +93.3% | +83.1% |
| 3Y | +40.4% | +14.8% | +25.7% | +17.0% |
| All | -9.4% | -69.1% | +59.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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