+42.7%
EXC vs NVTS
-15.6%
+58.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.4% | -1.0% |
| 7D | +0.3% | +2.7% | -2.4% | +0.3% |
| 30D | -3.7% | -4.5% | +0.7% | -3.7% |
| 3M | -1.3% | -61.5% | +60.2% | -1.6% |
| 6M | -9.7% | +28.0% | -37.7% | -9.6% |
| YTD | +2.9% | +65.3% | -62.4% | +3.1% |
| 1Y | +4.4% | +113.0% | -108.6% | +4.8% |
| 3Y | +22.2% | +34.7% | -12.5% | +25.9% |
| All | +42.7% | -15.6% | +58.3% | +43.3% |
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