-57.9%
ADBE vs NVTS
-15.6%
-42.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.3% | -13.0% | -7.0% |
| 7D | -8.6% | +2.7% | -11.3% | -8.7% |
| 30D | +2.8% | -4.5% | +7.2% | +2.8% |
| 3M | +3.1% | -61.5% | +64.7% | +7.5% |
| 6M | -2.4% | +28.0% | -30.4% | -7.3% |
| YTD | -23.9% | +65.3% | -89.1% | -29.5% |
| 1Y | -22.6% | +113.0% | -135.6% | -31.0% |
| 3Y | -52.7% | +34.7% | -87.4% | -57.0% |
| All | -57.9% | -15.6% | -42.3% | -60.8% |
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