+50.4%
AMZN vs NVTS
-54.3%
+104.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +0.2% |
| 7D | +2.8% | +3.9% | -1.1% | +2.4% |
| 30D | +5.0% | -4.3% | +9.3% | +5.0% |
| 3M | +0.6% | -34.5% | +35.1% | +3.2% |
| 6M | -1.3% | -57.7% | +56.4% | +3.1% |
| YTD | +15.5% | +25.4% | -9.8% | +7.7% |
| 1Y | +12.2% | +13.1% | -0.9% | +5.3% |
| 3Y | +87.0% | +48.9% | +38.1% | +55.6% |
| All | +50.4% | -54.3% | +104.7% | +16.1% |
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 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