+41.1%
IR vs NVTS
-14.2%
+55.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | +0.6% | +9.7% | -9.1% | +0.1% |
| 30D | -13.6% | -13.6% | 0.0% | -13.0% |
| 3M | +3.7% | -51.0% | +54.7% | +7.2% |
| 6M | -13.1% | +46.3% | -59.4% | -17.1% |
| YTD | -5.1% | +68.1% | -73.2% | -11.0% |
| 1Y | -6.5% | +113.9% | -120.4% | -14.8% |
| 3Y | +8.5% | +45.3% | -36.8% | -2.4% |
| All | +41.1% | -14.2% | +55.2% | +15.8% |
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