-42.8%
NVTS vs BUD
+49.9%
-92.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.3% | +9.6% | +8.0% |
| 7D | +7.9% | +0.5% | +7.4% | +7.6% |
| 30D | +0.8% | +7.4% | -6.6% | -2.2% |
| 3M | -26.0% | +4.3% | -30.3% | -27.7% |
| 6M | -55.5% | +5.3% | -60.8% | -57.3% |
| YTD | +41.0% | +33.2% | +7.8% | +20.5% |
| 1Y | +10.4% | +31.8% | -21.3% | -5.4% |
| 3Y | +60.9% | +47.8% | +13.1% | +24.6% |
| 5Y | -42.8% | +50.2% | -92.9% | -57.9% |
| All | -42.8% | +49.9% | -92.7% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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