+115.8%
EOG vs NVTS
-36.0%
+151.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.1% | +1.8% |
| 7D | +7.6% | +3.9% | +3.7% | +7.5% |
| 30D | +3.4% | -4.3% | +7.7% | +3.3% |
| 3M | +12.7% | -34.5% | +47.2% | +13.3% |
| 6M | +19.0% | -57.7% | +76.7% | +20.1% |
| YTD | +55.6% | +25.4% | +30.2% | +52.5% |
| 1Y | +49.5% | +13.1% | +36.4% | +46.8% |
| 3Y | +43.2% | +48.9% | -5.8% | +36.4% |
| 5Y | +111.8% | -51.8% | +163.6% | +93.9% |
| All | +115.8% | -36.0% | +151.8% | +102.0% |
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