-74.7%
NKE vs NVTS
-20.2%
-54.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.7% |
| 7D | -5.5% | +0.5% | -6.0% | -5.6% |
| 30D | -10.4% | -18.0% | +7.6% | -9.5% |
| 3M | -15.8% | -45.6% | +29.8% | -13.3% |
| 6M | -33.4% | +28.5% | -61.9% | -36.7% |
| YTD | -41.0% | +56.2% | -97.2% | -45.2% |
| 1Y | -49.1% | +97.7% | -146.7% | -54.4% |
| 3Y | -59.8% | +35.0% | -94.8% | -64.9% |
| All | -74.7% | -20.2% | -54.4% | -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 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