-1.1%
SHOP vs NVTS
-36.0%
+34.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +1.1% |
| 7D | -1.2% | +3.9% | -5.2% | -1.9% |
| 30D | -14.7% | -4.3% | -10.4% | -14.6% |
| 3M | -7.2% | -34.5% | +27.3% | -2.6% |
| 6M | +54.2% | -57.7% | +111.9% | +66.4% |
| YTD | -8.6% | +25.4% | -34.0% | -22.2% |
| 1Y | +0.5% | +13.1% | -12.6% | -13.2% |
| 3Y | +135.9% | +48.9% | +87.0% | +58.7% |
| 5Y | -11.9% | -51.8% | +39.9% | -29.4% |
| All | -1.1% | -36.0% | +34.9% | -28.5% |
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