+2,494.8%
NVDL vs NVTS
+155.7%
+2,339.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.9% | -0.8% | -4.1% |
| 7D | -8.7% | +0.5% | -9.1% | -8.8% |
| 30D | -1.3% | -18.0% | +16.7% | +1.9% |
| 3M | +11.4% | -45.6% | +57.0% | +21.7% |
| 6M | +22.9% | +28.5% | -5.6% | +11.3% |
| YTD | +15.4% | +56.2% | -40.7% | +0.2% |
| 1Y | +18.8% | +97.7% | -78.9% | -3.8% |
| 3Y | +641.4% | +35.0% | +606.4% | +585.4% |
| All | +2,494.8% | +155.7% | +2,339.0% | +1,134.0% |
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