+606.9%
GEV vs NVTS
+155.1%
+451.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -2.6% |
| 7D | -1.9% | +0.5% | -2.4% | -1.9% |
| 30D | -8.7% | -18.0% | +9.3% | -7.3% |
| 3M | +6.6% | -45.6% | +52.2% | +10.8% |
| 6M | +10.2% | +28.5% | -18.2% | +7.4% |
| YTD | +41.6% | +56.2% | -14.5% | +35.8% |
| 1Y | +43.9% | +97.7% | -53.8% | +35.4% |
| All | +606.9% | +155.1% | +451.8% | +605.1% |
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