-100.0%
DFNS vs NVTS
-40.8%
-59.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.4% | +5.4% | +12.0% |
| 7D | -13.0% | +7.9% | -20.9% | -13.6% |
| 30D | -56.9% | +0.8% | -57.7% | -57.1% |
| 3M | -93.2% | -26.0% | -67.3% | -93.0% |
| 6M | -95.4% | -55.5% | -39.9% | -95.2% |
| YTD | -99.5% | +41.0% | -140.5% | -99.5% |
| 1Y | -99.6% | +10.4% | -110.1% | -99.6% |
| 3Y | -100.0% | +60.9% | -160.8% | -100.0% |
| 5Y | -100.0% | -42.8% | -57.2% | -100.0% |
| All | -100.0% | -40.8% | -59.1% | -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 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