+133.9%
JPM vs NVTS
-17.0%
+150.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.7% | +0.5% |
| 7D | -0.4% | +3.5% | -3.9% | -0.6% |
| 30D | -1.4% | -11.9% | +10.5% | -1.0% |
| 3M | +13.9% | -49.2% | +63.2% | +16.5% |
| 6M | +23.5% | +38.4% | -14.9% | +19.6% |
| YTD | +11.6% | +62.5% | -50.8% | +6.9% |
| 1Y | +21.4% | +101.4% | -80.0% | +14.3% |
| 3Y | +163.4% | +40.4% | +123.0% | +147.1% |
| All | +133.9% | -17.0% | +150.9% | +109.5% |
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 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