-35.5%
DOW vs NVTS
-17.0%
-18.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.4% |
| 7D | -6.0% | +3.5% | -9.5% | -6.2% |
| 30D | -2.7% | -11.9% | +9.2% | -2.2% |
| 3M | -10.5% | -49.2% | +38.8% | -7.9% |
| 6M | -12.4% | +38.4% | -50.9% | -16.1% |
| YTD | +30.0% | +62.5% | -32.4% | +22.6% |
| 1Y | +27.8% | +101.4% | -73.6% | +17.7% |
| 3Y | -34.9% | +40.4% | -75.4% | -41.3% |
| All | -35.5% | -17.0% | -18.4% | -47.0% |
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