+21.3%
EXC vs NVTS
+45.8%
-24.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.7% |
| 7D | +1.2% | +9.7% | -8.5% | +1.4% |
| 30D | -2.7% | -13.6% | +10.9% | -2.9% |
| 3M | -1.0% | -51.0% | +50.0% | -1.6% |
| 6M | -9.3% | +46.3% | -55.6% | -8.5% |
| YTD | +3.6% | +68.1% | -64.4% | +4.7% |
| 1Y | +5.9% | +113.9% | -108.0% | +7.6% |
| 3Y | +21.3% | +45.3% | -24.0% | +27.2% |
| All | +21.3% | +45.8% | -24.5% | +27.2% |
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