-39.1%
BABA vs NVTS
-28.0%
-11.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.4% | -8.5% | -1.7% |
| 7D | -3.6% | +7.9% | -11.5% | -4.4% |
| 30D | -8.4% | +0.8% | -9.2% | -8.9% |
| 3M | -20.6% | -26.0% | +5.4% | -19.3% |
| 6M | -25.4% | -55.5% | +30.2% | -22.3% |
| YTD | -30.1% | +41.0% | -71.1% | -35.5% |
| 1Y | -36.3% | +10.4% | -46.7% | -40.1% |
| 3Y | +30.4% | +60.9% | -30.5% | +10.7% |
| 5Y | -35.7% | -42.8% | +7.1% | -41.5% |
| All | -39.1% | -28.0% | -11.1% | -47.7% |
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