+51.9%
NET vs NVTS
-33.3%
+85.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.0% | -11.6% | -3.9% |
| 7D | -16.4% | -0.3% | -16.0% | -16.3% |
| 30D | -25.8% | -24.4% | -1.5% | -22.9% |
| 3M | -11.5% | -26.5% | +14.9% | -8.2% |
| 6M | +18.9% | -41.4% | +60.3% | +21.9% |
| YTD | +35.2% | +30.7% | +4.5% | +17.2% |
| 1Y | +14.5% | -10.8% | +25.3% | +4.6% |
| 3Y | +313.8% | +51.2% | +262.6% | +184.0% |
| 5Y | +32.6% | -37.9% | +70.5% | +9.1% |
| All | +51.9% | -33.3% | +85.2% | +26.7% |
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