+32.8%
BLK vs NVTS
-20.2%
+53.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.7% |
| 7D | -5.2% | +0.5% | -5.6% | -5.2% |
| 30D | -7.0% | -18.0% | +11.0% | -6.1% |
| 3M | +5.7% | -45.6% | +51.3% | +8.7% |
| 6M | +11.0% | +28.5% | -17.4% | +6.6% |
| YTD | +0.9% | +56.2% | -55.3% | -4.9% |
| 1Y | -1.6% | +97.7% | -99.3% | -9.6% |
| 3Y | +64.5% | +35.0% | +29.5% | +50.6% |
| All | +32.8% | -20.2% | +53.1% | +16.9% |
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 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