+114.4%
COP vs NVTS
-17.0%
+131.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.2% |
| 7D | -0.5% | +3.5% | -4.0% | -0.5% |
| 30D | +11.7% | -11.9% | +23.6% | +11.9% |
| 3M | +17.7% | -49.2% | +66.9% | +18.7% |
| 6M | +18.3% | +38.4% | -20.1% | +16.6% |
| YTD | +49.1% | +62.5% | -13.4% | +46.1% |
| 1Y | +53.3% | +101.4% | -48.1% | +49.1% |
| 3Y | +22.2% | +40.4% | -18.3% | +19.3% |
| All | +114.4% | -17.0% | +131.5% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling