-28.3%
BABA vs NVTS
-42.8%
+14.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.5% | -8.3% | +0.5% |
| 7D | +11.6% | +1.5% | +10.1% | +11.2% |
| 30D | +2.3% | -23.8% | +26.1% | +4.0% |
| 3M | -13.7% | -30.6% | +16.9% | -11.9% |
| 6M | -21.9% | -48.4% | +26.5% | -19.9% |
| YTD | -24.6% | +20.6% | -45.2% | -29.5% |
| 1Y | -34.1% | -2.5% | -31.6% | -37.6% |
| 3Y | +36.3% | +44.0% | -7.7% | +15.9% |
| All | -28.3% | -42.8% | +14.5% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling