+47.5%
AMZN vs NVTS
-20.2%
+67.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.1% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | -7.5% | -18.0% | +10.5% | -6.3% |
| 3M | +5.8% | -45.6% | +51.4% | +9.8% |
| 6M | +17.5% | +28.5% | -10.9% | +11.2% |
| YTD | +9.1% | +56.2% | -47.0% | +0.6% |
| 1Y | +9.4% | +97.7% | -88.3% | -3.1% |
| 3Y | +82.2% | +35.0% | +47.2% | +59.9% |
| All | +47.5% | -20.2% | +67.8% | +14.9% |
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