+113.0%
NVTS vs BG
+50.1%
+62.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.8% |
| 7D | +2.7% | +2.8% | -0.1% | +1.3% |
| 30D | -4.5% | +12.0% | -16.5% | -9.8% |
| 3M | -61.5% | -7.7% | -53.8% | -59.3% |
| 6M | +28.0% | +4.5% | +23.5% | +23.4% |
| YTD | +65.3% | +35.7% | +29.6% | +31.1% |
| 1Y | +113.0% | +50.1% | +62.9% | +60.1% |
| All | +113.0% | +50.1% | +62.9% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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