+93.5%
NVTS vs BTSG
+421.3%
-327.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +0.8% |
| 7D | +9.7% | +5.7% | +3.9% | +7.8% |
| 30D | -13.6% | +0.2% | -13.8% | -13.8% |
| 3M | -51.0% | +5.6% | -56.6% | -52.1% |
| 6M | +46.3% | +50.8% | -4.4% | +31.2% |
| YTD | +68.1% | +67.0% | +1.0% | +47.7% |
| 1Y | +113.9% | +145.5% | -31.6% | +78.0% |
| All | +93.5% | +421.3% | -327.8% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling