-26.7%
NVTS vs S
-62.8%
+36.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +9.6% | +1.4% | +8.2% | +9.7% |
| 30D | -13.0% | -10.8% | -2.2% | -7.1% |
| 3M | -28.8% | +5.4% | -34.2% | -32.3% |
| 6M | -48.5% | +41.2% | -89.7% | -58.7% |
| YTD | +31.4% | +56.2% | -24.8% | -1.9% |
| 1Y | -2.3% | +36.3% | -38.6% | -22.1% |
| 3Y | +49.8% | +49.4% | +0.4% | +7.9% |
| 5Y | -43.2% | -66.9% | +23.7% | -40.0% |
| All | -26.7% | -62.8% | +36.1% | -21.8% |
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