+3.7%
NOW vs NVTS
-15.6%
+19.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.3% | -9.3% | -3.4% |
| 7D | -2.4% | +2.7% | -5.1% | -2.6% |
| 30D | +20.5% | -4.5% | +25.0% | +20.6% |
| 3M | +18.3% | -61.5% | +79.9% | +25.3% |
| 6M | +24.1% | +28.0% | -3.9% | +16.5% |
| YTD | -7.8% | +65.3% | -73.1% | -16.3% |
| 1Y | -21.4% | +113.0% | -134.4% | -31.6% |
| 3Y | +19.5% | +34.7% | -15.2% | +4.9% |
| All | +3.7% | -15.6% | +19.3% | -7.8% |
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