-0.2%
NVTS vs D
+16.2%
-16.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.5% | +11.8% | +10.9% |
| 7D | +20.8% | +0.8% | +20.0% | +21.2% |
| 30D | -11.1% | +10.7% | -21.8% | -3.3% |
| 3M | -31.0% | +2.3% | -33.3% | -29.2% |
| 6M | -47.4% | +12.5% | -59.9% | -42.7% |
| YTD | +34.2% | +20.1% | +14.1% | +48.8% |
| All | -0.2% | +16.2% | -16.4% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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