+105.9%
C vs NVTS
-42.8%
+148.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.5% | -9.0% | -0.1% |
| 7D | -2.4% | +1.5% | -3.9% | -2.6% |
| 30D | -6.0% | -23.8% | +17.8% | -4.7% |
| 3M | -10.5% | -30.6% | +20.0% | -9.0% |
| 6M | -5.7% | -48.4% | +42.7% | -3.8% |
| YTD | +4.1% | +20.6% | -16.5% | -0.6% |
| 1Y | +20.5% | -2.5% | +23.0% | +16.1% |
| 3Y | +208.1% | +44.0% | +164.1% | +172.0% |
| All | +105.9% | -42.8% | +148.7% | +73.7% |
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