-8.8%
JD vs NVTS
+6.3%
-15.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.4% | -9.0% | -1.7% |
| 7D | +0.4% | +7.9% | -7.5% | +0.3% |
| 30D | +4.2% | +0.8% | +3.4% | +4.1% |
| 3M | -12.8% | -26.0% | +13.2% | -12.4% |
| 6M | -8.8% | -55.5% | +46.8% | -7.6% |
| YTD | +0.5% | +41.0% | -40.5% | -8.7% |
| 1Y | -8.8% | +10.4% | -19.2% | -16.0% |
| All | -8.8% | +6.3% | -15.1% | -16.0% |
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