+125.8%
C vs NVTS
-14.2%
+140.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | +3.2% | +9.7% | -6.5% | +2.6% |
| 30D | +1.3% | -13.6% | +14.9% | +2.1% |
| 3M | +3.1% | -51.0% | +54.1% | +6.9% |
| 6M | +29.6% | +46.3% | -16.7% | +23.4% |
| YTD | +19.0% | +68.1% | -49.1% | +11.7% |
| 1Y | +45.6% | +113.9% | -68.3% | +33.3% |
| 3Y | +269.3% | +45.3% | +224.0% | +233.2% |
| All | +125.8% | -14.2% | +140.0% | +85.9% |
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