+117.2%
AAPL vs NVTS
-14.2%
+131.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -2.7% | +9.7% | -12.4% | -3.2% |
| 30D | +1.0% | -13.6% | +14.6% | +1.7% |
| 3M | +5.0% | -51.0% | +55.9% | +8.4% |
| 6M | +23.0% | +46.3% | -23.3% | +17.3% |
| YTD | +16.6% | +68.1% | -51.4% | +9.3% |
| 1Y | +33.4% | +113.9% | -80.5% | +21.4% |
| 3Y | +79.9% | +45.3% | +34.6% | +62.4% |
| All | +117.2% | -14.2% | +131.4% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling