+79.8%
NVTS vs BTSG
+382.3%
-302.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.6% | +2.8% | -1.8% |
| 7D | +0.5% | -5.8% | +6.2% | +2.3% |
| 30D | -18.0% | 0.0% | -18.0% | -18.0% |
| 3M | -45.6% | -4.5% | -41.1% | -45.2% |
| 6M | +28.5% | +40.0% | -11.6% | +17.9% |
| YTD | +56.2% | +54.6% | +1.6% | +40.6% |
| 1Y | +97.7% | +106.1% | -8.4% | +70.5% |
| All | +79.8% | +382.3% | -302.5% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling