+243.5%
APP vs NVTS
-15.6%
+259.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.1% | +1.4% |
| 7D | +0.9% | +2.7% | -1.8% | +0.5% |
| 30D | -23.3% | -4.5% | -18.8% | -23.1% |
| 3M | -42.6% | -61.5% | +18.9% | -36.5% |
| 6M | -33.6% | +28.0% | -61.6% | -39.6% |
| YTD | -52.4% | +65.3% | -117.7% | -58.7% |
| 1Y | -35.9% | +113.0% | -148.9% | -47.7% |
| 3Y | +642.2% | +34.7% | +607.5% | +522.9% |
| All | +243.5% | -15.6% | +259.1% | +187.7% |
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