-10.8%
NVTS vs BTSG
+111.7%
-122.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.1% | +9.0% |
| 7D | -0.3% | +17.4% | -17.7% | -9.1% |
| 30D | -24.4% | +12.6% | -37.0% | -29.3% |
| 3M | -26.5% | +11.2% | -37.7% | -31.2% |
| 6M | -41.4% | +30.4% | -71.8% | -52.7% |
| YTD | +30.7% | +86.4% | -55.7% | -18.8% |
| 1Y | -10.8% | +117.9% | -128.7% | -50.0% |
| All | -10.8% | +111.7% | -122.5% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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