+1.1%
CMCSA vs NVTS
+6.9%
-5.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.8% | +1.2% |
| 7D | +3.2% | +3.9% | -0.8% | +3.3% |
| 30D | +19.5% | -4.3% | +23.9% | +19.6% |
| 3M | -2.4% | -34.5% | +32.1% | -3.4% |
| 6M | +3.8% | -57.7% | +61.6% | +2.1% |
| YTD | -5.4% | +25.4% | -30.7% | +0.7% |
| 1Y | +1.1% | +13.1% | -12.0% | +5.7% |
| All | +1.1% | +6.9% | -5.7% | +5.7% |
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 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