+45.7%
DUK vs NVTS
+38.1%
+7.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | +0.1% |
| 7D | -0.7% | -1.4% | +0.8% | -0.7% |
| 30D | -2.4% | -16.5% | +14.1% | -2.6% |
| 3M | -3.0% | -47.6% | +44.6% | -3.5% |
| 6M | -6.6% | +7.3% | -13.8% | -6.2% |
| YTD | +4.6% | +62.9% | -58.3% | +5.5% |
| 1Y | +1.2% | +91.3% | -90.1% | +2.5% |
| 3Y | +45.7% | +43.4% | +2.3% | +51.8% |
| All | +45.7% | +38.1% | +7.5% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling