+23.5%
NVDA vs NVTS
+105.1%
-81.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.4% |
| 7D | -5.1% | -1.4% | -3.7% | -5.0% |
| 30D | -2.5% | -16.5% | +14.0% | -1.0% |
| 3M | +6.7% | -47.6% | +54.3% | +11.8% |
| 6M | +17.6% | +7.3% | +10.3% | +11.9% |
| YTD | +17.3% | +62.9% | -45.6% | +6.4% |
| 1Y | +23.5% | +91.3% | -67.8% | +8.7% |
| All | +23.5% | +105.1% | -81.6% | +8.7% |
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