-10.9%
AXP vs NVTS
+14.0%
-24.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.3% | -10.2% | +0.6% |
| 7D | -1.1% | +20.8% | -21.9% | -1.9% |
| 30D | +5.2% | -11.1% | +16.4% | +5.5% |
| 3M | -4.6% | -31.0% | +26.5% | -3.6% |
| 6M | +3.2% | -47.4% | +50.6% | +3.1% |
| YTD | -11.3% | +34.2% | -45.5% | -19.7% |
| All | -10.9% | +14.0% | -24.9% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling