+92.5%
AXP vs NVTS
-15.6%
+108.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.4% | -1.5% |
| 7D | -2.1% | +2.7% | -4.8% | -2.3% |
| 30D | -6.5% | -4.5% | -2.1% | -6.5% |
| 3M | +4.6% | -61.5% | +66.2% | +9.4% |
| 6M | +5.4% | +28.0% | -22.6% | +1.0% |
| YTD | -11.1% | +65.3% | -76.4% | -16.7% |
| 1Y | -0.3% | +113.0% | -113.3% | -9.3% |
| 3Y | +111.6% | +34.7% | +76.9% | +91.6% |
| All | +92.5% | -15.6% | +108.1% | +61.2% |
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