-26.4%
NOW vs NVTS
-42.8%
+16.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.5% | -9.9% | -1.0% |
| 7D | -3.0% | +1.5% | -4.5% | -3.2% |
| 30D | -26.0% | -23.8% | -2.2% | -24.9% |
| 3M | -13.1% | -30.6% | +17.5% | -11.5% |
| 6M | +14.5% | -48.4% | +62.9% | +16.1% |
| YTD | -33.4% | +20.6% | -54.0% | -38.5% |
| 1Y | -40.6% | -2.5% | -38.1% | -44.4% |
| 3Y | -16.3% | +44.0% | -60.3% | -31.7% |
| All | -26.4% | -42.8% | +16.4% | -34.5% |
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 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