+161.4%
JPM vs NVTS
+32.4%
+129.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.2% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | -2.3% | -18.0% | +15.7% | -1.9% |
| 3M | +14.9% | -45.6% | +60.5% | +16.2% |
| 6M | +23.6% | +28.5% | -4.8% | +21.5% |
| YTD | +11.3% | +56.2% | -44.9% | +8.7% |
| 1Y | +19.9% | +97.7% | -77.8% | +16.3% |
| All | +161.4% | +32.4% | +129.0% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling