-12.9%
NVTS vs TRU
-32.9%
+20.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.7% | -3.8% |
| 7D | +0.5% | -9.4% | +9.8% | +6.0% |
| 30D | -18.0% | -4.1% | -13.9% | -16.8% |
| 3M | -45.6% | +13.6% | -59.2% | -52.7% |
| 6M | +28.5% | +3.6% | +24.9% | +15.4% |
| YTD | +56.2% | -9.8% | +66.0% | +51.9% |
| 1Y | +97.7% | -13.6% | +111.3% | +94.9% |
| 3Y | +35.0% | -2.0% | +36.9% | +16.8% |
| All | -12.9% | -32.9% | +20.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling