-74.5%
NKE vs NVTS
-16.8%
-57.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.2% |
| 7D | -4.2% | -1.4% | -2.7% | -4.1% |
| 30D | -8.2% | -16.5% | +8.3% | -7.3% |
| 3M | -19.1% | -47.6% | +28.6% | -16.4% |
| 6M | -32.6% | +7.3% | -39.9% | -35.0% |
| YTD | -40.7% | +62.9% | -103.6% | -45.1% |
| 1Y | -48.9% | +91.3% | -140.1% | -54.1% |
| 3Y | -59.2% | +43.4% | -102.6% | -64.6% |
| All | -74.5% | -16.8% | -57.7% | -78.9% |
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