-62.2%
JD vs NVTS
-32.9%
-29.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | -0.1% |
| 7D | +5.2% | +9.6% | -4.4% | +4.1% |
| 30D | +4.5% | -13.0% | +17.5% | +5.1% |
| 3M | -15.4% | -28.8% | +13.4% | -13.8% |
| 6M | -6.0% | -48.5% | +42.4% | -3.9% |
| YTD | +2.2% | +31.4% | -29.2% | -6.8% |
| 1Y | -6.7% | -2.3% | -4.4% | -12.7% |
| 3Y | +20.5% | +49.8% | -29.3% | -1.8% |
| 5Y | -58.4% | -43.2% | -15.3% | -66.3% |
| All | -62.2% | -32.9% | -29.3% | -72.0% |
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 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