+422.4%
GE vs NVTS
-15.6%
+438.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.3% | -5.2% | +0.8% |
| 7D | -1.6% | +2.7% | -4.3% | -1.7% |
| 30D | -11.6% | -4.5% | -7.1% | -11.5% |
| 3M | +3.0% | -61.5% | +64.5% | +6.5% |
| 6M | -0.5% | +28.0% | -28.5% | -3.5% |
| YTD | +9.7% | +65.3% | -55.5% | +4.6% |
| 1Y | +20.0% | +113.0% | -93.0% | +12.1% |
| 3Y | +275.8% | +34.7% | +241.1% | +257.5% |
| All | +422.4% | -15.6% | +438.0% | +355.9% |
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