+404.3%
GE vs NVTS
-17.0%
+421.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.7% |
| 7D | -1.2% | +3.5% | -4.7% | -1.4% |
| 30D | -11.3% | -11.9% | +0.7% | -10.8% |
| 3M | -1.4% | -49.2% | +47.8% | +0.9% |
| 6M | +1.2% | +38.4% | -37.2% | -2.1% |
| YTD | +5.9% | +62.5% | -56.5% | +1.1% |
| 1Y | +18.4% | +101.4% | -83.0% | +10.9% |
| 3Y | +271.0% | +40.4% | +230.5% | +250.3% |
| All | +404.3% | -17.0% | +421.3% | +340.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling