+20.8%
COP vs NVTS
+45.8%
-25.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | -0.8% | +9.7% | -10.5% | -0.9% |
| 30D | +15.6% | -13.6% | +29.2% | +15.6% |
| 3M | +14.3% | -51.0% | +65.3% | +14.7% |
| 6M | +17.0% | +46.3% | -29.4% | +16.3% |
| YTD | +47.4% | +68.1% | -20.6% | +46.4% |
| 1Y | +52.4% | +113.9% | -61.5% | +51.1% |
| 3Y | +20.8% | +45.3% | -24.5% | +22.2% |
| All | +20.8% | +45.8% | -25.0% | +22.2% |
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