+4.4%
GOOGL vs NVTS
-9.1%
+13.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.0% | -5.8% | +2.7% |
| 7D | -11.1% | -0.3% | -10.7% | -11.1% |
| 30D | -16.6% | -24.4% | +7.8% | -15.7% |
| 3M | -23.4% | -26.5% | +3.0% | -22.7% |
| 6M | -24.5% | -41.4% | +16.9% | -24.0% |
| YTD | -7.5% | +30.7% | -38.2% | -14.0% |
| 1Y | +4.4% | -10.8% | +15.2% | +1.9% |
| All | +4.4% | -9.1% | +13.4% | +1.9% |
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