+66.6%
MSFT vs NVTS
-17.0%
+83.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.3% |
| 7D | -1.0% | +3.5% | -4.5% | -1.2% |
| 30D | -2.7% | -11.9% | +9.3% | -2.1% |
| 3M | +22.1% | -49.2% | +71.3% | +25.7% |
| 6M | +20.6% | +38.4% | -17.9% | +15.1% |
| YTD | +2.3% | +62.5% | -60.2% | -3.8% |
| 1Y | -0.5% | +101.4% | -101.9% | -8.9% |
| 3Y | +50.5% | +40.4% | +10.1% | +36.8% |
| All | +66.6% | -17.0% | +83.7% | +50.5% |
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