-7.8%
NVTS vs BUD
+52.0%
-59.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.3% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -4.5% | -5.7% | +1.2% | -2.7% |
| 3M | -61.5% | +3.1% | -64.6% | -62.5% |
| 6M | +28.0% | +7.9% | +20.1% | +22.2% |
| YTD | +65.3% | +27.3% | +37.9% | +45.7% |
| 1Y | +113.0% | +37.8% | +75.2% | +80.1% |
| 3Y | +34.7% | +49.8% | -15.1% | +4.8% |
| All | -7.8% | +52.0% | -59.8% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling