+24.3%
F vs NVTS
-15.6%
+39.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.8% | +1.0% |
| 7D | +5.3% | +2.7% | +2.6% | +5.1% |
| 30D | +4.6% | -4.5% | +9.0% | +4.8% |
| 3M | -3.7% | -61.5% | +57.9% | +2.5% |
| 6M | +16.8% | +28.0% | -11.2% | +11.6% |
| YTD | +15.3% | +65.3% | -50.0% | +7.0% |
| 1Y | +31.0% | +113.0% | -82.0% | +17.1% |
| 3Y | +45.4% | +34.7% | +10.7% | +31.4% |
| All | +24.3% | -15.6% | +39.9% | +6.0% |
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