-2.0%
LOW vs NVTS
-14.2%
+12.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.8% |
| 7D | +0.4% | +9.7% | -9.3% | +0.1% |
| 30D | -10.1% | -13.6% | +3.5% | -9.7% |
| 3M | -2.9% | -51.0% | +48.1% | -0.9% |
| 6M | -19.4% | +46.3% | -65.7% | -22.0% |
| YTD | -15.4% | +68.1% | -83.5% | -19.1% |
| 1Y | -24.9% | +113.9% | -138.8% | -29.7% |
| 3Y | -7.8% | +45.3% | -53.1% | -13.0% |
| All | -2.0% | -14.2% | +12.1% | -9.3% |
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 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