-34.8%
TLT vs NVTS
-37.5%
+2.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.3% |
| 7D | -0.3% | +9.6% | -9.9% | -0.4% |
| 30D | +3.7% | -13.0% | +16.7% | +3.8% |
| 3M | -0.7% | -28.8% | +28.1% | -0.5% |
| 6M | -4.2% | -48.5% | +44.3% | -3.9% |
| YTD | -4.0% | +31.4% | -35.3% | -4.6% |
| 1Y | -5.8% | -2.3% | -3.5% | -6.3% |
| 3Y | +4.1% | +49.8% | -45.7% | +2.1% |
| 5Y | -34.8% | -43.2% | +8.4% | -36.8% |
| All | -34.8% | -37.5% | +2.7% | -36.8% |
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