+40.6%
GLW vs NVTS
-9.1%
+49.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +9.0% | -14.8% | -8.6% |
| 7D | -9.5% | -0.3% | -9.2% | -9.8% |
| 30D | -25.5% | -24.4% | -1.1% | -19.5% |
| 3M | -25.6% | -26.5% | +0.9% | -18.8% |
| 6M | -25.5% | -41.4% | +15.9% | -14.5% |
| YTD | +36.4% | +30.7% | +5.7% | +27.5% |
| 1Y | +40.6% | -10.8% | +51.4% | +40.8% |
| All | +40.6% | -9.1% | +49.7% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling