-29.4%
DIS vs NVTS
-38.4%
+9.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% |
| 5Y | -31.4% | -42.6% | +11.2% | -42.9% |
| All | -29.4% | -38.4% | +9.0% | -40.1% |
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