-9.1%
NVTS vs WY
-27.0%
+17.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.1% |
| 7D | -1.4% | -4.2% | +2.7% | +1.9% |
| 30D | -16.5% | -10.1% | -6.4% | -9.5% |
| 3M | -47.6% | -8.5% | -39.1% | -45.6% |
| 6M | +7.3% | -3.3% | +10.6% | +6.0% |
| YTD | +62.9% | -4.4% | +67.3% | +59.1% |
| 1Y | +91.3% | -11.5% | +102.8% | +97.4% |
| 3Y | +43.4% | -24.3% | +67.7% | +71.7% |
| All | -9.1% | -27.0% | +17.8% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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