-64.0%
JD vs NVTS
-17.0%
-46.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.9% | -2.2% |
| 7D | -3.0% | +3.5% | -6.5% | -3.3% |
| 30D | -19.3% | -11.9% | -7.4% | -18.6% |
| 3M | -6.0% | -49.2% | +43.2% | -1.6% |
| 6M | +1.8% | +38.4% | -36.6% | -5.6% |
| YTD | -2.6% | +62.5% | -65.0% | -12.0% |
| 1Y | -17.4% | +101.4% | -118.8% | -28.5% |
| 3Y | -8.6% | +40.4% | -49.0% | -21.3% |
| All | -64.0% | -17.0% | -46.9% | -73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling