-39.6%
INTU vs NVTS
-15.6%
-24.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.3% | -9.7% | -3.7% |
| 7D | -7.1% | +2.7% | -9.8% | -7.2% |
| 30D | +1.5% | -4.5% | +5.9% | +1.5% |
| 3M | +10.7% | -61.5% | +72.2% | +16.0% |
| 6M | -23.8% | +28.0% | -51.8% | -28.5% |
| YTD | -49.3% | +65.3% | -114.6% | -53.8% |
| 1Y | -49.7% | +113.0% | -162.7% | -55.9% |
| 3Y | -38.0% | +34.7% | -72.7% | -44.9% |
| All | -39.6% | -15.6% | -24.0% | -49.5% |
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