+113.0%
NVTS vs CHD
+7.1%
+105.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.7% | -2.7% | +5.4% | -0.9% |
| 30D | -4.5% | -4.6% | +0.2% | -9.9% |
| 3M | -61.5% | +5.0% | -66.6% | -57.3% |
| 6M | +28.0% | -3.2% | +31.2% | +37.7% |
| YTD | +65.3% | +18.6% | +46.6% | +97.0% |
| 1Y | +113.0% | +4.8% | +108.2% | +160.5% |
| All | +113.0% | +7.1% | +105.9% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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