+11.3%
IR vs NVTS
+11.7%
-0.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | +1.5% | +9.6% | -8.0% | +1.0% |
| 30D | +9.0% | -13.0% | +22.0% | +9.4% |
| 3M | -0.9% | -28.8% | +27.9% | +0.1% |
| 6M | +13.4% | -48.5% | +61.9% | +14.8% |
| YTD | +8.5% | +31.4% | -22.9% | +0.5% |
| 1Y | +11.3% | -2.3% | +13.5% | +5.5% |
| All | +11.3% | +11.7% | -0.4% | +5.5% |
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 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