-63.4%
TEAM vs NVTS
-36.0%
-27.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -0.9% |
| 7D | -2.4% | +3.9% | -6.3% | -2.8% |
| 30D | -26.7% | -4.3% | -22.4% | -26.8% |
| 3M | -9.6% | -34.5% | +24.8% | -6.9% |
| 6M | +86.0% | -57.7% | +143.8% | +95.2% |
| YTD | -7.5% | +25.4% | -32.8% | -17.5% |
| 1Y | -1.4% | +13.1% | -14.5% | -11.2% |
| 3Y | -14.3% | +48.9% | -63.2% | -35.4% |
| 5Y | -66.3% | -51.8% | -14.5% | -72.0% |
| All | -63.4% | -36.0% | -27.4% | -67.9% |
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