+109.3%
SPOT vs NVTS
-16.8%
+126.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.5% |
| 7D | -3.1% | -1.4% | -1.6% | -3.0% |
| 30D | +7.4% | -16.5% | +23.9% | +8.5% |
| 3M | +8.2% | -47.6% | +55.8% | +12.2% |
| 6M | +2.2% | +7.3% | -5.1% | -1.6% |
| YTD | -9.5% | +62.9% | -72.3% | -17.0% |
| 1Y | -23.8% | +91.3% | -115.1% | -32.5% |
| 3Y | +233.5% | +43.4% | +190.1% | +194.9% |
| All | +109.3% | -16.8% | +126.1% | +75.4% |
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