+892.4%
APP vs NVTS
+36.9%
+855.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.5% | +0.3% | +9.4% |
| 7D | +71.2% | +1.5% | +69.7% | +70.6% |
| 30D | +39.1% | -23.8% | +62.9% | +40.6% |
| 3M | +16.5% | -30.6% | +47.1% | +18.2% |
| 6M | -16.6% | -48.4% | +31.8% | -15.4% |
| YTD | -41.9% | +20.6% | -62.5% | -44.3% |
| 1Y | -37.0% | -2.5% | -34.5% | -39.0% |
| 3Y | +892.4% | +44.0% | +848.5% | +835.2% |
| All | +892.4% | +36.9% | +855.6% | +835.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling