+649.9%
NVDL vs NVTS
+38.1%
+611.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.8% |
| 7D | -10.3% | -1.4% | -8.9% | -10.1% |
| 30D | -7.1% | -16.5% | +9.4% | -4.7% |
| 3M | +6.6% | -47.6% | +54.2% | +15.7% |
| 6M | +21.1% | +7.3% | +13.8% | +14.7% |
| YTD | +15.2% | +62.9% | -47.7% | +1.8% |
| 1Y | +18.8% | +91.3% | -72.5% | +0.3% |
| 3Y | +649.9% | +43.4% | +606.5% | +696.6% |
| All | +649.9% | +38.1% | +611.8% | +696.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling