+1,187.8%
BE vs NVTS
-17.0%
+1,204.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.5% | -2.2% |
| 7D | +23.9% | +3.5% | +20.5% | +23.1% |
| 30D | +27.8% | -11.9% | +39.8% | +31.3% |
| 3M | +3.7% | -49.2% | +53.0% | +19.7% |
| 6M | +78.0% | +38.4% | +39.5% | +62.9% |
| YTD | +209.9% | +62.5% | +147.4% | +174.4% |
| 1Y | +389.6% | +101.4% | +288.2% | +317.5% |
| 3Y | +1,730.6% | +40.4% | +1,690.2% | +1,467.1% |
| All | +1,187.8% | -17.0% | +1,204.8% | +1,276.9% |
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