+128.2%
AAPL vs NVTS
-16.8%
+145.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.5% |
| 7D | +3.8% | -1.4% | +5.3% | +3.9% |
| 30D | +9.9% | -16.5% | +26.4% | +10.8% |
| 3M | +12.5% | -47.6% | +60.1% | +15.8% |
| 6M | +27.6% | +7.3% | +20.3% | +24.0% |
| YTD | +22.6% | +62.9% | -40.3% | +15.1% |
| 1Y | +45.0% | +91.3% | -46.3% | +32.8% |
| 3Y | +87.8% | +43.4% | +44.4% | +69.3% |
| All | +128.2% | -16.8% | +145.0% | +99.0% |
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