+19.0%
HYG vs NVTS
-20.2%
+39.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.4% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | -0.6% | -18.0% | +17.4% | -0.2% |
| 3M | +0.4% | -45.6% | +46.0% | +1.3% |
| 6M | +1.2% | +28.5% | -27.2% | -0.1% |
| YTD | +1.5% | +56.2% | -54.7% | -0.5% |
| 1Y | +3.2% | +97.7% | -94.5% | +0.2% |
| 3Y | +25.9% | +35.0% | -9.1% | +22.4% |
| All | +19.0% | -20.2% | +39.2% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling