-68.6%
XYZ vs NVTS
-14.2%
-54.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.5% |
| 7D | +2.9% | +9.7% | -6.8% | +1.3% |
| 30D | +1.4% | -13.6% | +15.0% | +3.5% |
| 3M | +14.6% | -51.0% | +65.5% | +25.8% |
| 6M | +20.8% | +46.3% | -25.6% | +4.2% |
| YTD | +23.1% | +68.1% | -45.0% | +1.5% |
| 1Y | +5.6% | +113.9% | -108.3% | -19.8% |
| 3Y | +50.9% | +45.3% | +5.6% | +11.4% |
| All | -68.6% | -14.2% | -54.5% | -77.5% |
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