+50.4%
AMZN vs NVTS
-16.8%
+67.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.6% |
| 7D | -0.7% | -1.4% | +0.8% | -0.6% |
| 30D | -3.9% | -16.5% | +12.6% | -2.8% |
| 3M | +6.3% | -47.6% | +54.0% | +10.7% |
| 6M | +20.8% | +7.3% | +13.5% | +16.2% |
| YTD | +11.2% | +62.9% | -51.6% | +2.2% |
| 1Y | +11.7% | +91.3% | -79.6% | -0.7% |
| 3Y | +79.4% | +43.4% | +36.0% | +56.4% |
| All | +50.4% | -16.8% | +67.2% | +16.8% |
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 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