-33.2%
TLT vs NVTS
-36.0%
+2.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | -0.4% |
| 7D | -3.1% | +3.9% | -7.0% | -3.1% |
| 30D | +1.0% | -4.3% | +5.4% | +1.0% |
| 3M | -2.7% | -34.5% | +31.8% | -2.5% |
| 6M | -4.1% | -57.7% | +53.6% | -3.8% |
| YTD | -5.4% | +25.4% | -30.7% | -5.9% |
| 1Y | -7.0% | +13.1% | -20.2% | -7.5% |
| 3Y | +2.8% | +48.9% | -46.1% | +0.9% |
| 5Y | -35.4% | -51.8% | +16.4% | -37.7% |
| All | -33.2% | -36.0% | +2.8% | -32.7% |
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