-30.1%
NVTS vs TECH
-40.9%
+10.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.4% | -6.4% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | -4.3% | +0.5% | -4.9% | -4.7% |
| 3M | -34.5% | +1.1% | -35.6% | -34.9% |
| 6M | -57.7% | +62.8% | -120.6% | -71.2% |
| YTD | +25.4% | +24.5% | +0.9% | -1.7% |
| 1Y | +13.1% | +20.6% | -7.5% | -9.3% |
| 3Y | +48.9% | +29.5% | +19.4% | +1.7% |
| 5Y | -51.8% | -40.9% | -10.9% | -41.4% |
| All | -30.1% | -40.9% | +10.8% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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