-43.4%
BABA vs NVTS
-31.6%
-11.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.1% | -2.0% | -6.7% |
| 7D | -12.7% | +21.6% | -34.3% | -14.1% |
| 30D | -14.9% | -8.5% | -6.4% | -14.7% |
| 3M | -24.6% | -31.4% | +6.7% | -23.0% |
| 6M | -29.3% | -50.3% | +21.0% | -27.0% |
| YTD | -35.0% | +33.9% | -68.9% | -39.8% |
| 1Y | -39.7% | +10.6% | -50.3% | -43.4% |
| 3Y | +21.2% | +52.7% | -31.5% | +3.3% |
| 5Y | -39.9% | -48.5% | +8.6% | -44.5% |
| All | -43.4% | -31.6% | -11.8% | -51.2% |
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 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