-99.9%
DFNS vs NVTS
+45.8%
-145.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +0.8% | +9.7% | -8.9% | -0.4% |
| 30D | -73.2% | -13.6% | -59.6% | -72.6% |
| 3M | -72.4% | -51.0% | -21.5% | -70.6% |
| 6M | -95.2% | +46.3% | -141.6% | -95.4% |
| YTD | -98.0% | +68.1% | -166.1% | -98.1% |
| 1Y | -98.3% | +113.9% | -212.2% | -98.4% |
| 3Y | -99.9% | +45.3% | -145.2% | -99.9% |
| All | -99.9% | +45.8% | -145.7% | -99.9% |
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 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