+102.7%
COST vs NVTS
-17.0%
+119.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.8% |
| 7D | -2.8% | +3.5% | -6.3% | -2.9% |
| 30D | -5.3% | -11.9% | +6.7% | -5.1% |
| 3M | -6.7% | -49.2% | +42.6% | -5.6% |
| 6M | -9.9% | +38.4% | -48.4% | -11.9% |
| YTD | +5.1% | +62.5% | -57.3% | +2.0% |
| 1Y | -7.3% | +101.4% | -108.7% | -11.3% |
| 3Y | +70.4% | +40.4% | +30.0% | +64.2% |
| All | +102.7% | -17.0% | +119.8% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling