+30.0%
IR vs NVTS
+58.3%
-28.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.3% | -6.6% | +4.3% |
| 7D | +5.0% | +20.8% | -15.8% | +4.3% |
| 30D | +10.3% | -11.1% | +21.5% | +10.6% |
| 3M | -0.1% | -31.0% | +30.9% | +0.9% |
| 6M | +14.8% | -47.4% | +62.1% | +16.0% |
| YTD | +9.7% | +34.2% | -24.4% | +6.5% |
| 1Y | +12.2% | +22.2% | -10.0% | +9.0% |
| 3Y | +30.0% | +68.4% | -38.4% | +25.4% |
| All | +30.0% | +58.3% | -28.4% | +25.4% |
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