+113.0%
NVTS vs DTE
+3.0%
+110.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.1% |
| 7D | +2.7% | +0.2% | +2.5% | +2.8% |
| 30D | -4.5% | -2.6% | -1.9% | -5.2% |
| 3M | -61.5% | -3.9% | -57.6% | -62.8% |
| 6M | +28.0% | -7.9% | +35.9% | +25.7% |
| YTD | +65.3% | +7.2% | +58.1% | +32.2% |
| 1Y | +113.0% | +3.1% | +109.9% | +107.9% |
| All | +113.0% | +3.0% | +110.0% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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