+163.3%
B vs NVTS
-15.6%
+178.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.3% | -8.5% | -2.5% |
| 7D | -1.6% | +2.7% | -4.3% | -1.7% |
| 30D | +9.4% | -4.5% | +13.9% | +9.6% |
| 3M | +5.0% | -61.5% | +66.5% | +8.5% |
| 6M | -3.5% | +28.0% | -31.5% | -5.1% |
| YTD | +4.5% | +65.3% | -60.8% | +1.8% |
| 1Y | +67.8% | +113.0% | -45.2% | +62.6% |
| 3Y | +196.7% | +34.7% | +162.0% | +186.4% |
| All | +163.3% | -15.6% | +178.9% | +143.8% |
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