-69.1%
U vs NVTS
-16.8%
-52.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.2% | +3.7% |
| 7D | +5.5% | -1.4% | +7.0% | +5.8% |
| 30D | -1.3% | -16.5% | +15.2% | +1.7% |
| 3M | +64.6% | -47.6% | +112.2% | +82.2% |
| 6M | +119.4% | +7.3% | +112.1% | +97.1% |
| YTD | -0.5% | +62.9% | -63.4% | -20.3% |
| 1Y | +1.3% | +91.3% | -90.0% | -25.0% |
| 3Y | +15.6% | +43.4% | -27.8% | -20.5% |
| All | -69.1% | -16.8% | -52.3% | -79.4% |
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