+26.2%
MAR vs NVTS
+109.2%
-83.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | +0.1% |
| 7D | -4.2% | +2.7% | -6.8% | -4.2% |
| 30D | -6.7% | -4.5% | -2.2% | -6.6% |
| 3M | -12.5% | -61.5% | +49.0% | -11.7% |
| 6M | +0.6% | +28.0% | -27.4% | +0.1% |
| YTD | +9.1% | +65.3% | -56.2% | +9.4% |
| 1Y | +26.2% | +113.0% | -86.8% | +16.3% |
| All | +26.2% | +109.2% | -83.0% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling