-37.5%
INTU vs NVTS
-28.0%
-9.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.4% | -6.7% | +0.3% |
| 7D | -3.9% | +7.9% | -11.9% | -4.4% |
| 30D | +12.0% | +0.8% | +11.2% | +11.5% |
| 3M | +2.3% | -26.0% | +28.3% | +3.3% |
| 6M | -12.1% | -55.5% | +43.5% | -10.1% |
| YTD | -47.5% | +41.0% | -88.6% | -52.0% |
| 1Y | -46.9% | +10.4% | -57.3% | -50.6% |
| 3Y | -33.5% | +60.9% | -94.3% | -44.8% |
| 5Y | -41.2% | -42.8% | +1.5% | -51.9% |
| All | -37.5% | -28.0% | -9.5% | -47.5% |
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