+43.4%
NVTS vs BTDR
+4.4%
+39.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +3.2% |
| 7D | -1.4% | -3.4% | +2.0% | -0.4% |
| 30D | -16.5% | +32.6% | -49.1% | -23.4% |
| 3M | -47.6% | -32.2% | -15.4% | -42.4% |
| 6M | +7.3% | +52.4% | -45.1% | -6.3% |
| YTD | +62.9% | +6.7% | +56.2% | +55.9% |
| 1Y | +91.3% | -15.2% | +106.5% | +89.5% |
| 3Y | +43.4% | +14.9% | +28.5% | +10.8% |
| All | +43.4% | +4.4% | +39.0% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling