+67.1%
ON vs NVTS
-16.8%
+83.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.3% | +4.2% | +7.8% |
| 7D | +2.4% | -1.4% | +3.8% | +2.6% |
| 30D | -8.6% | -16.5% | +7.9% | -5.8% |
| 3M | -34.3% | -47.6% | +13.3% | -27.1% |
| 6M | +28.5% | +7.3% | +21.2% | +24.4% |
| YTD | +40.6% | +62.9% | -22.3% | +24.6% |
| 1Y | +55.3% | +91.3% | -36.0% | +30.0% |
| 3Y | -22.2% | +43.4% | -65.6% | -36.3% |
| All | +67.1% | -16.8% | +83.9% | +26.2% |
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