+117.5%
TER vs NVTS
-36.0%
+153.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.4% | +1.0% | -4.3% |
| 7D | +14.4% | +3.9% | +10.4% | +13.8% |
| 30D | -30.6% | -4.3% | -26.2% | -29.9% |
| 3M | -39.2% | -34.5% | -4.7% | -34.7% |
| 6M | -31.3% | -57.7% | +26.5% | -21.5% |
| YTD | +29.1% | +25.4% | +3.7% | +23.5% |
| 1Y | +47.4% | +13.1% | +34.3% | +42.8% |
| 3Y | +191.2% | +48.9% | +142.3% | +139.0% |
| 5Y | +74.0% | -51.8% | +125.8% | +50.8% |
| All | +117.5% | -36.0% | +153.5% | +90.2% |
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