+100.3%
NOK vs NVTS
-14.2%
+114.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +6.1% |
| 7D | +7.3% | +9.7% | -2.4% | +6.5% |
| 30D | +13.8% | -13.6% | +27.4% | +15.0% |
| 3M | -27.0% | -51.0% | +24.0% | -23.6% |
| 6M | +37.6% | +46.3% | -8.7% | +34.4% |
| YTD | +64.6% | +68.1% | -3.5% | +58.7% |
| 1Y | +132.0% | +113.9% | +18.1% | +118.1% |
| 3Y | +183.7% | +45.3% | +138.4% | +166.1% |
| All | +100.3% | -14.2% | +114.4% | +78.6% |
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