-9.1%
NVTS vs BG
+61.8%
-71.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.1% | +4.9% |
| 7D | -1.4% | +3.1% | -4.6% | -2.4% |
| 30D | -16.5% | +10.2% | -26.7% | -19.3% |
| 3M | -47.6% | -1.7% | -46.0% | -47.6% |
| 6M | +7.3% | +1.0% | +6.3% | +6.1% |
| YTD | +62.9% | +39.9% | +23.0% | +44.5% |
| 1Y | +91.3% | +53.2% | +38.1% | +64.7% |
| 3Y | +43.4% | +16.3% | +27.1% | +33.8% |
| All | -9.1% | +61.8% | -71.0% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling