+137.7%
GOOG vs NVTS
-14.2%
+151.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +1.1% | +9.7% | -8.6% | +0.5% |
| 30D | -5.1% | -13.6% | +8.6% | -4.3% |
| 3M | -7.1% | -51.0% | +43.9% | -3.4% |
| 6M | +12.7% | +46.3% | -33.7% | +6.8% |
| YTD | +7.1% | +68.1% | -61.0% | -0.4% |
| 1Y | +43.6% | +113.9% | -70.3% | +29.6% |
| 3Y | +146.8% | +45.3% | +101.5% | +121.2% |
| All | +137.7% | -14.2% | +151.9% | +97.7% |
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