+92.5%
AXP vs NVTS
-14.2%
+106.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +0.6% | +9.7% | -9.1% | +0.1% |
| 30D | -4.3% | -13.6% | +9.3% | -3.7% |
| 3M | +4.7% | -51.0% | +55.7% | +8.1% |
| 6M | +9.0% | +46.3% | -37.4% | +3.6% |
| YTD | -11.1% | +68.1% | -79.2% | -16.8% |
| 1Y | +1.3% | +113.9% | -112.6% | -7.9% |
| 3Y | +114.5% | +45.3% | +69.2% | +92.3% |
| All | +92.5% | -14.2% | +106.6% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling