-5.4%
JD vs NVTS
+109.2%
-114.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.4% | +1.7% |
| 7D | -1.7% | +2.7% | -4.4% | -1.8% |
| 30D | -13.2% | -4.5% | -8.7% | -13.1% |
| 3M | -3.2% | -61.5% | +58.3% | +0.1% |
| 6M | +15.2% | +28.0% | -12.8% | +9.0% |
| YTD | +2.0% | +65.3% | -63.3% | -5.9% |
| 1Y | -5.4% | +113.0% | -118.4% | -16.8% |
| All | -5.4% | +109.2% | -114.6% | -16.8% |
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 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