-38.4%
BABA vs NVTS
-32.9%
-5.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.4% |
| 7D | +2.4% | +9.6% | -7.2% | +1.4% |
| 30D | -7.8% | -13.0% | +5.2% | -7.2% |
| 3M | -22.4% | -28.8% | +6.4% | -20.9% |
| 6M | -26.0% | -48.5% | +22.5% | -24.1% |
| YTD | -29.3% | +31.4% | -60.7% | -34.3% |
| 1Y | -37.5% | -2.3% | -35.2% | -40.7% |
| 3Y | +31.9% | +49.8% | -17.9% | +12.7% |
| 5Y | -33.4% | -43.2% | +9.8% | -39.7% |
| All | -38.4% | -32.9% | -5.5% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling