-35.4%
DOW vs NVTS
-15.6%
-19.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.3% | -9.3% | -3.4% |
| 7D | -2.4% | +2.7% | -5.1% | -2.5% |
| 30D | +0.4% | -4.5% | +4.8% | +0.4% |
| 3M | -14.4% | -61.5% | +47.1% | -10.6% |
| 6M | -7.0% | +28.0% | -35.0% | -10.5% |
| YTD | +30.2% | +65.3% | -35.1% | +22.7% |
| 1Y | +29.2% | +113.0% | -83.8% | +18.6% |
| 3Y | -36.7% | +34.7% | -71.4% | -42.7% |
| All | -35.4% | -15.6% | -19.8% | -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 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