+102.2%
HOOD vs NVTS
-28.0%
+130.2%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.4% | -3.4% | +2.8% |
| 7D | -3.2% | +7.9% | -11.2% | -4.5% |
| 30D | -22.6% | +0.8% | -23.4% | -22.8% |
| 3M | -10.4% | -26.0% | +15.6% | -6.6% |
| 6M | +4.7% | -55.5% | +60.2% | +14.3% |
| YTD | -25.2% | +41.0% | -66.3% | -34.8% |
| 1Y | -35.9% | +10.4% | -46.3% | -41.9% |
| 3Y | +927.7% | +60.9% | +866.8% | +651.0% |
| 5Y | +147.5% | -42.8% | +190.3% | +103.1% |
| All | +102.2% | -28.0% | +130.2% | +55.1% |
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