-31.4%
TLT vs NVTS
-14.2%
-17.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +0.4% | +9.7% | -9.3% | +0.3% |
| 30D | -0.3% | -13.6% | +13.3% | -0.2% |
| 3M | -1.7% | -51.0% | +49.2% | -1.3% |
| 6M | -4.9% | +46.3% | -51.2% | -5.4% |
| YTD | -2.8% | +68.1% | -70.9% | -3.6% |
| 1Y | -4.2% | +113.9% | -118.1% | -5.4% |
| 3Y | -1.1% | +45.3% | -46.4% | -3.0% |
| All | -31.4% | -14.2% | -17.2% | -31.0% |
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