+11.8%
LOW vs NVTS
-36.0%
+47.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.3% |
| 7D | +1.4% | +3.9% | -2.5% | +1.3% |
| 30D | +21.7% | -4.3% | +26.0% | +21.6% |
| 3M | +5.0% | -34.5% | +39.5% | +6.1% |
| 6M | +4.6% | -57.7% | +62.3% | +6.5% |
| YTD | -3.5% | +25.4% | -28.8% | -7.0% |
| 1Y | +0.5% | +13.1% | -12.6% | -2.9% |
| 3Y | +24.8% | +48.9% | -24.1% | +14.5% |
| 5Y | +6.5% | -51.8% | +58.2% | -3.8% |
| All | +11.8% | -36.0% | +47.8% | +4.3% |
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