+51.9%
DOW vs NVTS
-9.1%
+61.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +9.0% | -12.2% | -3.3% |
| 7D | -4.2% | -0.3% | -3.9% | -4.2% |
| 30D | +14.7% | -24.4% | +39.1% | +15.1% |
| 3M | +9.1% | -26.5% | +35.5% | +9.5% |
| 6M | -17.7% | -41.4% | +23.7% | -17.1% |
| YTD | +44.6% | +30.7% | +13.9% | +40.2% |
| 1Y | +51.9% | -10.8% | +62.7% | +47.8% |
| All | +51.9% | -9.1% | +61.0% | +47.8% |
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