-27.5%
DOW vs NVTS
-54.3%
+26.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.0% | 0.0% |
| 7D | +5.2% | +3.9% | +1.3% | +5.0% |
| 30D | +13.2% | -4.3% | +17.5% | +13.1% |
| 3M | +10.1% | -34.5% | +44.6% | +11.8% |
| 6M | -13.1% | -57.7% | +44.7% | -10.7% |
| YTD | +46.1% | +25.4% | +20.8% | +39.0% |
| 1Y | +50.0% | +13.1% | +36.9% | +43.3% |
| 3Y | -20.2% | +48.9% | -69.2% | -29.5% |
| All | -27.5% | -54.3% | +26.8% | -36.0% |
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