-52.9%
NVO vs NVTS
+38.1%
-91.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.3% |
| 7D | -7.6% | -1.4% | -6.1% | -7.5% |
| 30D | -6.0% | -16.5% | +10.5% | -5.4% |
| 3M | -0.8% | -47.6% | +46.9% | +1.2% |
| 6M | +16.5% | +7.3% | +9.2% | +13.6% |
| YTD | -11.1% | +62.9% | -74.0% | -15.2% |
| 1Y | -16.7% | +91.3% | -108.0% | -21.5% |
| 3Y | -52.9% | +43.4% | -96.3% | -53.6% |
| All | -52.9% | +38.1% | -91.0% | -53.6% |
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