-5.8%
CI vs NVTS
+103.9%
-109.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +0.8% |
| 7D | -1.1% | +3.5% | -4.6% | -1.1% |
| 30D | +0.5% | -11.9% | +12.4% | +0.4% |
| 3M | -5.2% | -49.2% | +44.1% | -5.3% |
| 6M | +4.3% | +38.4% | -34.1% | +2.2% |
| YTD | +2.8% | +62.5% | -59.7% | +1.2% |
| 1Y | -5.8% | +101.4% | -107.2% | -6.9% |
| All | -5.8% | +103.9% | -109.7% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling