+171.7%
EQT vs NVTS
-16.8%
+188.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -1.8% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | 0.0% | -16.5% | +16.5% | +0.6% |
| 3M | +5.9% | -47.6% | +53.6% | +7.9% |
| 6M | -14.8% | +7.3% | -22.1% | -16.3% |
| YTD | +1.8% | +62.9% | -61.1% | -2.2% |
| 1Y | +7.4% | +91.3% | -83.9% | +1.8% |
| 3Y | +33.6% | +43.4% | -9.8% | +26.3% |
| All | +171.7% | -16.8% | +188.5% | +117.7% |
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