-9.4%
NVTS vs CHD
+21.0%
-30.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -4.2% |
| 7D | +3.5% | -4.2% | +7.6% | +0.9% |
| 30D | -11.9% | -7.6% | -4.4% | -15.8% |
| 3M | -49.2% | -1.6% | -47.6% | -48.9% |
| 6M | +38.4% | -6.3% | +44.7% | +39.3% |
| YTD | +62.5% | +14.6% | +47.9% | +77.3% |
| 1Y | +101.4% | +1.6% | +99.8% | +111.0% |
| 3Y | +40.4% | +3.1% | +37.3% | +46.8% |
| All | -9.4% | +21.0% | -30.3% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling