-32.1%
BABA vs NVTS
-15.6%
-16.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -5.0% | +0.8% |
| 7D | -4.8% | +2.7% | -7.5% | -5.0% |
| 30D | -11.9% | -4.5% | -7.4% | -11.8% |
| 3M | -9.3% | -61.5% | +52.3% | -3.2% |
| 6M | -14.2% | +28.0% | -42.2% | -19.0% |
| YTD | -22.0% | +65.3% | -87.3% | -28.5% |
| 1Y | -12.7% | +113.0% | -125.7% | -22.7% |
| 3Y | +26.7% | +34.7% | -8.0% | +14.8% |
| All | -32.1% | -15.6% | -16.5% | -42.0% |
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