+48.4%
NU vs NVTS
-32.5%
+80.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | +6.0% | +9.7% | -3.7% | +4.8% |
| 30D | +10.8% | -13.6% | +24.4% | +12.6% |
| 3M | +32.2% | -51.0% | +83.1% | +42.0% |
| 6M | +5.1% | +46.3% | -41.2% | -5.8% |
| YTD | -8.4% | +68.1% | -76.5% | -20.5% |
| 1Y | +0.7% | +113.9% | -113.2% | -18.0% |
| 3Y | +125.1% | +45.3% | +79.8% | +80.6% |
| All | +48.4% | -32.5% | +80.9% | +38.0% |
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