+89.6%
AXP vs NVTS
-42.8%
+132.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.5% | -10.8% | -1.8% |
| 7D | +0.6% | +1.5% | -0.9% | +0.4% |
| 30D | +5.8% | -23.8% | +29.6% | +7.1% |
| 3M | -6.0% | -30.6% | +24.5% | -4.6% |
| 6M | +0.3% | -48.4% | +48.7% | +1.8% |
| YTD | -12.3% | +20.6% | -32.8% | -16.7% |
| 1Y | -11.2% | -2.5% | -8.7% | -14.9% |
| 3Y | +117.0% | +44.0% | +73.0% | +88.5% |
| All | +89.6% | -42.8% | +132.4% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling