-3.5%
IR vs NVTS
+109.2%
-112.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -5.0% | +1.1% |
| 7D | -2.8% | +2.7% | -5.5% | -2.9% |
| 30D | -15.1% | -4.5% | -10.7% | -15.1% |
| 3M | +6.1% | -61.5% | +67.6% | +9.3% |
| 6M | -16.8% | +28.0% | -44.8% | -19.4% |
| YTD | -3.5% | +65.3% | -68.8% | -7.6% |
| 1Y | -3.5% | +113.0% | -116.5% | -13.0% |
| All | -3.5% | +109.2% | -112.7% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling