-53.8%
W vs NVTS
-28.0%
-25.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.4% | -5.7% | +0.3% |
| 7D | -7.4% | +7.9% | -15.3% | -8.9% |
| 30D | +7.8% | +0.8% | +7.0% | +6.9% |
| 3M | +10.9% | -26.0% | +36.8% | +15.8% |
| 6M | +86.4% | -55.5% | +142.0% | +107.2% |
| YTD | +14.0% | +41.0% | -27.1% | -5.4% |
| 1Y | +3.5% | +10.4% | -6.9% | -10.4% |
| 3Y | +164.8% | +60.9% | +103.9% | +68.0% |
| 5Y | -53.1% | -42.8% | -10.3% | -69.2% |
| All | -53.8% | -28.0% | -25.9% | -70.9% |
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