+134.9%
JPM vs NVTS
-16.8%
+151.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.6% |
| 7D | -0.7% | -1.4% | +0.8% | -0.6% |
| 30D | -2.5% | -16.5% | +14.1% | -1.8% |
| 3M | +14.1% | -47.6% | +61.8% | +16.6% |
| 6M | +25.1% | +7.3% | +17.8% | +22.5% |
| YTD | +12.1% | +62.9% | -50.8% | +7.4% |
| 1Y | +18.8% | +91.3% | -72.5% | +12.1% |
| 3Y | +163.4% | +43.4% | +120.0% | +146.6% |
| All | +134.9% | -16.8% | +151.7% | +110.3% |
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