-1.6%
F vs NVTS
+14.0%
-15.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.3% | -10.6% | -0.1% |
| 7D | -0.6% | +20.8% | -21.4% | -2.0% |
| 30D | +2.9% | -11.1% | +14.0% | +3.4% |
| 3M | -9.5% | -31.0% | +21.6% | -7.7% |
| 6M | +4.0% | -47.4% | +51.4% | +7.7% |
| YTD | -1.3% | +34.2% | -35.4% | -5.8% |
| All | -1.6% | +14.0% | -15.6% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling