+109.8%
DE vs NVTS
-20.2%
+130.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.3% |
| 7D | -2.4% | +0.5% | -2.8% | -2.4% |
| 30D | +9.7% | -18.0% | +27.7% | +10.5% |
| 3M | +21.4% | -45.6% | +67.0% | +23.7% |
| 6M | +15.0% | +28.5% | -13.4% | +12.1% |
| YTD | +46.4% | +56.2% | -9.7% | +40.9% |
| 1Y | +45.6% | +97.7% | -52.1% | +37.5% |
| 3Y | +76.8% | +35.0% | +41.8% | +64.5% |
| All | +109.8% | -20.2% | +130.1% | +78.9% |
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