+91.3%
V vs NVTS
-28.0%
+119.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.4% | -6.8% | +0.4% |
| 7D | -2.3% | +7.9% | -10.3% | -2.6% |
| 30D | +9.5% | +0.8% | +8.7% | +9.4% |
| 3M | +17.5% | -26.0% | +43.5% | +18.1% |
| 6M | +32.2% | -55.5% | +87.7% | +33.6% |
| YTD | +22.3% | +41.0% | -18.7% | +18.3% |
| 1Y | +26.8% | +10.4% | +16.4% | +23.5% |
| 3Y | +77.5% | +60.9% | +16.6% | +66.3% |
| 5Y | +110.1% | -42.8% | +152.8% | +89.4% |
| All | +91.3% | -28.0% | +119.3% | +69.6% |
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