+110.7%
DE vs NVTS
-14.2%
+124.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.9% |
| 7D | +0.7% | +9.7% | -9.0% | +0.3% |
| 30D | +9.6% | -13.6% | +23.3% | +10.2% |
| 3M | +19.0% | -51.0% | +70.0% | +21.7% |
| 6M | +16.1% | +46.3% | -30.3% | +12.6% |
| YTD | +47.0% | +68.1% | -21.0% | +41.1% |
| 1Y | +43.1% | +113.9% | -70.8% | +34.7% |
| 3Y | +77.5% | +45.3% | +32.2% | +64.7% |
| All | +110.7% | -14.2% | +124.8% | +79.2% |
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