-64.7%
U vs NVTS
-31.6%
-33.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.1% | +6.1% | +2.0% |
| 7D | +2.8% | +21.6% | -18.8% | -1.1% |
| 30D | +7.6% | -8.5% | +16.1% | +8.2% |
| 3M | +12.7% | -31.4% | +44.1% | +18.8% |
| 6M | +87.0% | -50.3% | +137.3% | +100.8% |
| YTD | +13.6% | +33.9% | -20.3% | -7.0% |
| 1Y | +25.3% | +10.6% | +14.6% | +6.5% |
| 3Y | +85.8% | +52.7% | +33.1% | +14.8% |
| 5Y | -74.5% | -48.5% | -26.0% | -81.5% |
| All | -64.7% | -31.6% | -33.1% | -75.9% |
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