+105.9%
CSCO vs NVTS
-48.0%
+153.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.1% | +6.3% | +1.5% |
| 7D | +6.6% | +21.6% | -15.1% | +5.5% |
| 30D | -11.3% | -8.5% | -2.8% | -11.1% |
| 3M | -17.3% | -31.4% | +14.0% | -16.1% |
| 6M | +3.5% | -50.3% | +53.9% | +5.9% |
| YTD | +34.9% | +33.9% | +1.0% | +31.0% |
| 1Y | +40.5% | +10.6% | +29.8% | +37.3% |
| 3Y | +109.3% | +52.7% | +56.5% | +93.0% |
| 5Y | +105.9% | -48.5% | +154.4% | +103.5% |
| All | +105.9% | -48.0% | +153.9% | +103.5% |
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 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