+327.1%
NET vs NVTS
+38.8%
+288.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.3% | -8.3% | -2.4% |
| 7D | -7.0% | +2.7% | -9.7% | -7.2% |
| 30D | -4.8% | -4.5% | -0.3% | -4.6% |
| 3M | +3.8% | -61.5% | +65.4% | +9.6% |
| 6M | +50.0% | +28.0% | +22.1% | +43.2% |
| YTD | +41.5% | +65.3% | -23.8% | +31.7% |
| 1Y | +32.8% | +113.0% | -80.2% | +20.9% |
| All | +327.1% | +38.8% | +288.2% | +484.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling