+1,022.8%
NBIS vs NVTS
+357.9%
+664.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.3% |
| 7D | -0.8% | -1.4% | +0.6% | -0.6% |
| 30D | -13.4% | -16.5% | +3.1% | -10.7% |
| 3M | +1.0% | -47.6% | +48.7% | +11.3% |
| 6M | +100.5% | +7.3% | +93.2% | +95.1% |
| YTD | +168.3% | +62.9% | +105.4% | +149.3% |
| 1Y | +151.8% | +91.3% | +60.5% | +129.8% |
| All | +1,022.8% | +357.9% | +664.9% | +797.1% |
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