+11.0%
O vs NVTS
-16.8%
+27.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.2% |
| 7D | -2.9% | -1.4% | -1.4% | -2.8% |
| 30D | -4.5% | -16.5% | +12.0% | -4.4% |
| 3M | -2.6% | -47.6% | +45.0% | -2.0% |
| 6M | -5.6% | +7.3% | -12.9% | -6.4% |
| YTD | +9.3% | +62.9% | -53.6% | +7.3% |
| 1Y | +4.3% | +91.3% | -87.0% | +1.8% |
| 3Y | +27.4% | +43.4% | -16.0% | +24.6% |
| All | +11.0% | -16.8% | +27.8% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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