-99.9%
DFNS vs NVTS
-15.6%
-84.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.3% | -5.7% | 0.0% |
| 7D | -16.0% | +2.7% | -18.7% | -16.2% |
| 30D | -77.7% | -4.5% | -73.2% | -77.5% |
| 3M | -77.2% | -61.5% | -15.7% | -75.5% |
| 6M | -95.2% | +28.0% | -123.2% | -95.3% |
| YTD | -98.0% | +65.3% | -163.2% | -98.1% |
| 1Y | -98.3% | +113.0% | -211.3% | -98.3% |
| 3Y | -99.9% | +34.7% | -134.6% | -99.9% |
| All | -99.9% | -15.6% | -84.3% | -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 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