-32.0%
TOST vs NVTS
-38.4%
+6.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.5% | -10.9% | -2.4% |
| 7D | +9.4% | +1.5% | +7.9% | +8.9% |
| 30D | +13.5% | -23.8% | +37.3% | +16.1% |
| 3M | -0.1% | -30.6% | +30.4% | +2.6% |
| 6M | +22.5% | -48.4% | +70.8% | +24.8% |
| YTD | -2.4% | +20.6% | -23.0% | -13.9% |
| 1Y | -4.7% | -2.5% | -2.2% | -14.3% |
| 3Y | +103.2% | +44.0% | +59.2% | +48.8% |
| 5Y | -41.2% | -42.6% | +1.4% | -49.0% |
| All | -32.0% | -38.4% | +6.4% | -43.1% |
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