-12.9%
NVTS vs BTDR
+16.5%
-29.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.5% | +2.6% | -2.3% |
| 7D | +0.5% | -3.2% | +3.6% | +1.3% |
| 30D | -18.0% | +32.7% | -50.7% | -23.6% |
| 3M | -45.6% | -28.4% | -17.2% | -41.8% |
| 6M | +28.5% | +51.7% | -23.3% | +15.9% |
| YTD | +56.2% | +2.9% | +53.3% | +52.6% |
| 1Y | +97.7% | -15.5% | +113.2% | +98.1% |
| 3Y | +35.0% | 0.0% | +35.0% | +18.0% |
| All | -12.9% | +16.5% | -29.4% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling