-7.4%
ABT vs NVTS
-54.3%
+46.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.6% | +1.2% |
| 7D | -1.3% | +3.9% | -5.2% | -1.3% |
| 30D | +6.0% | -4.3% | +10.4% | +6.0% |
| 3M | -1.9% | -34.5% | +32.6% | -1.8% |
| 6M | +31.2% | -57.7% | +88.9% | +31.4% |
| YTD | -11.2% | +25.4% | -36.6% | -12.5% |
| 1Y | -14.0% | +13.1% | -27.1% | -15.1% |
| 3Y | +20.7% | +48.9% | -28.3% | +18.0% |
| All | -7.4% | -54.3% | +46.9% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling