+108.5%
CSCO vs NVTS
+45.8%
+62.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -0.5% | +9.7% | -10.2% | -0.9% |
| 30D | -10.1% | -13.6% | +3.5% | -9.7% |
| 3M | -11.7% | -51.0% | +39.2% | -9.9% |
| 6M | +40.1% | +46.3% | -6.2% | +37.7% |
| YTD | +43.8% | +68.1% | -24.3% | +40.5% |
| 1Y | +66.6% | +113.9% | -47.3% | +61.1% |
| 3Y | +108.5% | +45.3% | +63.2% | +114.5% |
| All | +108.5% | +45.8% | +62.7% | +114.5% |
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