+7.7%
DIS vs NVTS
+14.0%
-6.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.3% | -9.2% | +2.1% |
| 7D | +5.3% | +20.8% | -15.5% | +5.6% |
| 30D | +10.2% | -11.1% | +21.4% | +10.1% |
| 3M | +13.5% | -31.0% | +44.6% | +13.1% |
| 6M | +11.1% | -47.4% | +58.5% | +10.8% |
| YTD | +5.5% | +34.2% | -28.7% | +2.8% |
| All | +7.7% | +14.0% | -6.4% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling