+627.7%
GEV vs NVTS
+165.4%
+462.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.8% |
| 7D | +3.2% | +3.5% | -0.3% | +2.9% |
| 30D | -4.0% | -11.9% | +7.9% | -3.1% |
| 3M | +3.4% | -49.2% | +52.6% | +7.9% |
| 6M | +14.7% | +38.4% | -23.7% | +11.2% |
| YTD | +45.8% | +62.5% | -16.7% | +39.4% |
| 1Y | +57.4% | +101.4% | -44.0% | +47.7% |
| All | +627.7% | +165.4% | +462.2% | +623.6% |
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