+43.4%
IR vs NVTS
-15.6%
+59.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -5.0% | +0.9% |
| 7D | -2.8% | +2.7% | -5.5% | -3.0% |
| 30D | -15.1% | -4.5% | -10.7% | -15.0% |
| 3M | +6.1% | -61.5% | +67.6% | +11.1% |
| 6M | -16.8% | +28.0% | -44.8% | -20.1% |
| YTD | -3.5% | +65.3% | -68.8% | -9.4% |
| 1Y | -3.5% | +113.0% | -116.5% | -12.1% |
| 3Y | +9.5% | +34.7% | -25.2% | -0.5% |
| All | +43.4% | -15.6% | +59.0% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling