+1.5%
CARR vs NVTS
+38.1%
-36.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +1.3% |
| 7D | -3.8% | -1.4% | -2.3% | -3.7% |
| 30D | -8.9% | -16.5% | +7.6% | -8.2% |
| 3M | -17.3% | -47.6% | +30.3% | -15.4% |
| 6M | -1.4% | +7.3% | -8.7% | -3.0% |
| YTD | +10.0% | +62.9% | -52.9% | +5.7% |
| 1Y | -6.4% | +91.3% | -97.6% | -11.3% |
| 3Y | +1.5% | +43.4% | -41.9% | +12.1% |
| All | +1.5% | +38.1% | -36.6% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling