+319.2%
APP vs NVTS
-38.4%
+357.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.5% | +0.3% | +8.7% |
| 7D | +71.2% | +1.5% | +69.7% | +69.9% |
| 30D | +39.1% | -23.8% | +62.9% | +42.8% |
| 3M | +16.5% | -30.6% | +47.1% | +20.4% |
| 6M | -16.6% | -48.4% | +31.8% | -13.7% |
| YTD | -41.9% | +20.6% | -62.5% | -48.1% |
| 1Y | -37.0% | -2.5% | -34.5% | -42.3% |
| 3Y | +892.4% | +44.0% | +848.5% | +640.6% |
| 5Y | +297.3% | -42.6% | +339.9% | +245.1% |
| All | +319.2% | -38.4% | +357.6% | +261.6% |
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