+86.7%
BKNG vs NVTS
-20.2%
+106.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.7% |
| 7D | -10.7% | +0.5% | -11.1% | -10.7% |
| 30D | -18.1% | -18.0% | -0.1% | -17.5% |
| 3M | +8.5% | -45.6% | +54.1% | +10.7% |
| 6M | -0.1% | +28.5% | -28.5% | -4.1% |
| YTD | -18.2% | +56.2% | -74.4% | -23.0% |
| 1Y | -19.9% | +97.7% | -117.6% | -26.7% |
| 3Y | +41.6% | +35.0% | +6.6% | +28.8% |
| All | +86.7% | -20.2% | +106.9% | +57.6% |
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