-31.9%
DIS vs NVTS
-42.8%
+10.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.5% | -9.9% | -0.9% |
| 7D | +5.2% | +1.5% | +3.7% | +5.0% |
| 30D | +11.5% | -23.8% | +35.3% | +12.6% |
| 3M | +11.5% | -30.6% | +42.1% | +13.0% |
| 6M | +8.9% | -48.4% | +57.3% | +10.2% |
| YTD | +3.4% | +20.6% | -17.2% | -2.1% |
| 1Y | +7.2% | -2.5% | +9.7% | +2.4% |
| 3Y | +43.3% | +44.0% | -0.7% | +24.6% |
| All | -31.9% | -42.8% | +10.9% | -44.4% |
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