+72.4%
TER vs NVTS
-38.4%
+110.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +11.3% | +1.5% | +10.8% |
| 7D | -5.8% | +20.8% | -26.6% | -8.6% |
| 30D | -38.9% | -11.1% | -27.8% | -37.7% |
| 3M | -35.1% | -31.0% | -4.1% | -30.9% |
| 6M | -31.6% | -47.4% | +15.8% | -24.7% |
| YTD | +27.2% | +34.2% | -6.9% | +20.3% |
| 1Y | +35.2% | +22.2% | +13.0% | +28.9% |
| 3Y | +192.8% | +68.4% | +124.4% | +133.7% |
| 5Y | +72.4% | -39.0% | +111.4% | +45.2% |
| All | +72.4% | -38.4% | +110.8% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling