-66.5%
XYZ vs NVTS
-32.9%
-33.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.0% |
| 7D | +12.6% | +9.6% | +3.0% | +10.8% |
| 30D | +10.8% | -13.0% | +23.8% | +12.5% |
| 3M | +8.4% | -28.8% | +37.1% | +13.0% |
| 6M | +14.3% | -48.5% | +62.8% | +19.6% |
| YTD | +31.5% | +31.4% | +0.1% | +11.8% |
| 1Y | +28.1% | -2.3% | +30.4% | +14.1% |
| 3Y | +66.2% | +49.8% | +16.3% | +12.2% |
| 5Y | -62.3% | -43.2% | -19.1% | -71.4% |
| All | -66.5% | -32.9% | -33.6% | -75.2% |
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