+141.0%
GOOGL vs NVTS
-16.8%
+157.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.5% |
| 7D | 0.0% | -1.4% | +1.5% | +0.1% |
| 30D | -1.4% | -16.5% | +15.1% | -0.4% |
| 3M | -5.3% | -47.6% | +42.3% | -2.0% |
| 6M | +9.8% | +7.3% | +2.5% | +6.3% |
| YTD | +8.4% | +62.9% | -54.5% | +0.9% |
| 1Y | +41.2% | +91.3% | -50.1% | +28.3% |
| 3Y | +149.6% | +43.4% | +106.2% | +123.2% |
| All | +141.0% | -16.8% | +157.9% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling