+1.4%
CI vs NVTS
+36.9%
-35.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.5% | -12.2% | -2.5% |
| 7D | -1.6% | +1.5% | -3.1% | -1.5% |
| 30D | +5.4% | -23.8% | +29.2% | +5.2% |
| 3M | +7.3% | -30.6% | +37.8% | +7.0% |
| 6M | +5.3% | -48.4% | +53.7% | +4.8% |
| YTD | +8.5% | +20.6% | -12.1% | +9.0% |
| 1Y | +17.1% | -2.5% | +19.7% | +17.4% |
| 3Y | +1.4% | +44.0% | -42.6% | +3.2% |
| All | +1.4% | +36.9% | -35.5% | +3.2% |
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