+86.1%
HOOD vs NVTS
-36.0%
+122.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.4% | +2.1% | -3.3% |
| 7D | -3.8% | +3.9% | -7.7% | -4.4% |
| 30D | -23.0% | -4.3% | -18.6% | -22.6% |
| 3M | -21.6% | -34.5% | +12.8% | -16.7% |
| 6M | +1.4% | -57.7% | +59.2% | +12.0% |
| YTD | -31.2% | +25.4% | -56.5% | -38.8% |
| 1Y | -35.9% | +13.1% | -49.1% | -42.1% |
| 3Y | +836.9% | +48.9% | +788.0% | +588.4% |
| 5Y | +121.1% | -51.8% | +172.9% | +86.9% |
| All | +86.1% | -36.0% | +122.1% | +45.6% |
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