+46.0%
F vs NVTS
+44.1%
+1.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.3% |
| 7D | -3.1% | +3.9% | -7.0% | -3.3% |
| 30D | 0.0% | -4.3% | +4.4% | 0.0% |
| 3M | -13.2% | -34.5% | +21.3% | -12.1% |
| 6M | -10.2% | -57.7% | +47.5% | -8.0% |
| YTD | -4.9% | +25.4% | -30.3% | -7.1% |
| 1Y | -6.1% | +13.1% | -19.2% | -7.9% |
| 3Y | +46.0% | +48.9% | -3.0% | +47.4% |
| All | +46.0% | +44.1% | +1.8% | +47.4% |
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