+25.6%
HYG vs NVTS
+38.1%
-12.5%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | -0.7% | -16.5% | +15.8% | -0.6% |
| 3M | -0.2% | -47.6% | +47.4% | +0.3% |
| 6M | +1.4% | +7.3% | -5.9% | +1.0% |
| YTD | +1.5% | +62.9% | -61.4% | +0.5% |
| 1Y | +2.9% | +91.3% | -88.4% | +1.6% |
| 3Y | +25.6% | +43.4% | -17.8% | +25.1% |
| All | +25.6% | +38.1% | -12.5% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling