-40.7%
INTU vs NVTS
+45.8%
-86.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.2% |
| 7D | -7.5% | +9.7% | -17.2% | -7.6% |
| 30D | -1.9% | -13.6% | +11.7% | -1.8% |
| 3M | +4.9% | -51.0% | +55.8% | +6.0% |
| 6M | -33.2% | +46.3% | -79.6% | -35.3% |
| YTD | -51.4% | +68.1% | -119.5% | -53.3% |
| 1Y | -52.0% | +113.9% | -165.9% | -54.5% |
| 3Y | -40.7% | +45.3% | -86.0% | -33.1% |
| All | -40.7% | +45.8% | -86.5% | -33.1% |
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