+122.4%
CSCO vs NVTS
-17.0%
+139.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.4% |
| 7D | 0.0% | +3.5% | -3.5% | -0.2% |
| 30D | -10.7% | -11.9% | +1.2% | -10.2% |
| 3M | -8.7% | -49.2% | +40.5% | -6.3% |
| 6M | +44.9% | +38.4% | +6.5% | +41.3% |
| YTD | +44.1% | +62.5% | -18.3% | +39.0% |
| 1Y | +65.9% | +101.4% | -35.5% | +57.2% |
| 3Y | +109.0% | +40.4% | +68.6% | +95.7% |
| All | +122.4% | -17.0% | +139.5% | +107.8% |
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