+116.7%
AXP vs NVTS
+47.0%
+69.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | -0.6% | +9.6% | -10.2% | -1.0% |
| 30D | +5.0% | -13.0% | +17.9% | +5.2% |
| 3M | -4.2% | -28.8% | +24.5% | -3.5% |
| 6M | +2.9% | -48.5% | +51.4% | +3.8% |
| YTD | -11.6% | +31.4% | -43.0% | -14.3% |
| 1Y | -11.1% | -2.3% | -8.8% | -13.1% |
| 3Y | +116.7% | +49.8% | +66.9% | +105.1% |
| All | +116.7% | +47.0% | +69.7% | +105.1% |
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