-18.6%
NRG vs NVTS
+109.2%
-127.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +6.3% | +0.1% | +5.9% |
| 7D | +7.1% | +2.7% | +4.4% | +6.9% |
| 30D | -1.4% | -4.5% | +3.0% | -1.1% |
| 3M | -10.5% | -61.5% | +51.1% | -4.8% |
| 6M | -26.7% | +28.0% | -54.7% | -29.4% |
| YTD | -24.5% | +65.3% | -89.8% | -29.6% |
| 1Y | -18.6% | +113.0% | -131.6% | -23.1% |
| All | -18.6% | +109.2% | -127.8% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling