+122.0%
CSCO vs NVTS
-15.6%
+137.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.8% | +0.2% |
| 7D | -0.7% | +2.7% | -3.4% | -0.8% |
| 30D | -10.1% | -4.5% | -5.7% | -10.0% |
| 3M | -15.7% | -61.5% | +45.8% | -12.4% |
| 6M | +36.3% | +28.0% | +8.3% | +33.2% |
| YTD | +43.8% | +65.3% | -21.4% | +38.6% |
| 1Y | +63.9% | +113.0% | -49.1% | +55.0% |
| 3Y | +104.4% | +34.7% | +69.6% | +92.2% |
| All | +122.0% | -15.6% | +137.6% | +107.2% |
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