+4.9%
LIN vs NVTS
-51.5%
+56.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -15.8% | +15.1% | -0.6% |
| 7D | +3.6% | -14.6% | +18.2% | +3.7% |
| 30D | +6.4% | -34.3% | +40.7% | +6.7% |
| 3M | +6.5% | -36.4% | +42.9% | +6.7% |
| 6M | +4.9% | -55.2% | +60.1% | +4.2% |
| All | +4.9% | -51.5% | +56.3% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling