-63.1%
JD vs NVTS
-14.2%
-48.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.2% |
| 7D | -0.8% | +9.7% | -10.5% | -1.6% |
| 30D | -16.0% | -13.6% | -2.4% | -15.2% |
| 3M | -3.2% | -51.0% | +47.8% | +1.7% |
| 6M | +6.1% | +46.3% | -40.3% | -2.1% |
| YTD | -0.1% | +68.1% | -68.2% | -10.1% |
| 1Y | -12.7% | +113.9% | -126.6% | -24.9% |
| 3Y | -6.3% | +45.3% | -51.6% | -19.6% |
| All | -63.1% | -14.2% | -48.9% | -72.9% |
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