+135.8%
HOOD vs NVTS
-37.5%
+173.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.1% |
| 7D | -5.1% | +9.6% | -14.7% | -6.6% |
| 30D | -25.4% | -13.0% | -12.4% | -23.9% |
| 3M | -14.0% | -28.8% | +14.8% | -9.8% |
| 6M | +5.6% | -48.5% | +54.0% | +12.3% |
| YTD | -28.1% | +31.4% | -59.5% | -36.6% |
| 1Y | -40.1% | -2.3% | -37.9% | -44.7% |
| 3Y | +888.2% | +49.8% | +838.4% | +630.2% |
| 5Y | +135.8% | -43.2% | +179.0% | +91.6% |
| All | +135.8% | -37.5% | +173.3% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling