-100.0%
DFNS vs NVTS
+44.1%
-144.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.4% | +0.9% | -4.7% |
| 7D | -6.0% | +3.9% | -9.9% | -6.3% |
| 30D | -71.2% | -4.3% | -66.9% | -71.0% |
| 3M | -94.5% | -34.5% | -60.0% | -94.2% |
| 6M | -96.5% | -57.7% | -38.8% | -96.2% |
| YTD | -99.6% | +25.4% | -125.0% | -99.6% |
| 1Y | -99.7% | +13.1% | -112.8% | -99.7% |
| 3Y | -100.0% | +48.9% | -148.9% | -100.0% |
| All | -100.0% | +44.1% | -144.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling