+46.8%
IR vs NVTS
-38.4%
+85.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.3% | -6.6% | +4.0% |
| 7D | +5.0% | +20.8% | -15.8% | +3.8% |
| 30D | +10.3% | -11.1% | +21.5% | +10.7% |
| 3M | -0.1% | -31.0% | +30.9% | +1.5% |
| 6M | +14.8% | -47.4% | +62.1% | +16.8% |
| YTD | +9.7% | +34.2% | -24.4% | +3.9% |
| 1Y | +12.2% | +22.2% | -10.0% | +6.5% |
| 3Y | +30.0% | +68.4% | -38.4% | +12.3% |
| 5Y | +46.8% | -39.0% | +85.8% | +24.9% |
| All | +46.8% | -38.4% | +85.2% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling