-10.8%
NVTS vs BTDR
-69.9%
+59.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -5.6% | +14.6% | +11.5% |
| 7D | -0.3% | -17.6% | +17.2% | +8.1% |
| 30D | -24.4% | -40.3% | +15.9% | -5.8% |
| 3M | -26.5% | -42.6% | +16.1% | -8.9% |
| 6M | -41.4% | -46.3% | +4.9% | -25.2% |
| YTD | +30.7% | -41.7% | +72.4% | +58.4% |
| 1Y | -10.8% | -69.4% | +58.6% | +5.7% |
| All | -10.8% | -69.9% | +59.1% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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