+96.8%
EOG vs NVTS
-14.2%
+111.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | -2.0% | +9.7% | -11.7% | -2.2% |
| 30D | +7.9% | -13.6% | +21.5% | +8.1% |
| 3M | +4.5% | -51.0% | +55.5% | +5.6% |
| 6M | +12.3% | +46.3% | -34.0% | +10.4% |
| YTD | +41.9% | +68.1% | -26.2% | +38.6% |
| 1Y | +27.8% | +113.9% | -86.1% | +23.6% |
| 3Y | +21.8% | +45.3% | -23.5% | +17.9% |
| All | +96.8% | -14.2% | +111.0% | +83.7% |
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