+148.7%
B vs NVTS
-31.5%
+180.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.3% | -7.0% | +3.7% |
| 7D | +11.3% | +20.8% | -9.5% | +10.3% |
| 30D | +2.9% | -11.1% | +14.1% | +3.3% |
| 3M | -2.9% | -31.0% | +28.2% | -1.6% |
| 6M | -1.2% | -47.4% | +46.2% | +0.6% |
| YTD | -1.3% | +34.2% | -35.5% | -3.2% |
| 1Y | +30.4% | +22.2% | +8.2% | +28.1% |
| 3Y | +195.3% | +68.4% | +126.9% | +183.0% |
| 5Y | +146.2% | -39.0% | +185.2% | +133.0% |
| All | +148.7% | -31.5% | +180.2% | +131.8% |
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