-7.8%
NVTS vs D
+8.2%
-16.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.1% |
| 7D | +2.7% | +0.4% | +2.3% | +2.8% |
| 30D | -4.5% | -3.6% | -0.9% | -5.1% |
| 3M | -61.5% | -1.0% | -60.5% | -61.6% |
| 6M | +28.0% | +6.3% | +21.7% | +29.3% |
| YTD | +65.3% | +14.7% | +50.6% | +68.1% |
| 1Y | +113.0% | +16.9% | +96.1% | +117.3% |
| 3Y | +34.7% | +56.8% | -22.1% | +30.8% |
| All | -7.8% | +8.2% | -16.0% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling