-59.6%
W vs NVTS
-17.0%
-42.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.8% |
| 7D | +5.9% | +3.5% | +2.4% | +5.2% |
| 30D | -3.0% | -11.9% | +8.9% | -1.0% |
| 3M | +40.3% | -49.2% | +89.6% | +56.6% |
| 6M | +32.2% | +38.4% | -6.2% | +14.0% |
| YTD | -0.3% | +62.5% | -62.8% | -18.6% |
| 1Y | +16.2% | +101.4% | -85.2% | -14.3% |
| 3Y | +40.7% | +40.4% | +0.3% | +0.3% |
| All | -59.6% | -17.0% | -42.6% | -74.9% |
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