+632.4%
GEV vs NVTS
+166.1%
+466.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +3.3% |
| 7D | +1.6% | -1.4% | +3.1% | +1.7% |
| 30D | -7.9% | -16.5% | +8.6% | -6.7% |
| 3M | +5.6% | -47.6% | +53.3% | +10.0% |
| 6M | +13.1% | +7.3% | +5.8% | +11.3% |
| YTD | +46.7% | +62.9% | -16.1% | +40.3% |
| 1Y | +51.3% | +91.3% | -40.0% | +42.4% |
| All | +632.4% | +166.1% | +466.3% | +628.3% |
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