+43.4%
NVTS vs DTE
+43.4%
0.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.3% |
| 7D | -1.4% | -2.6% | +1.1% | -1.5% |
| 30D | -16.5% | -4.4% | -12.1% | -16.6% |
| 3M | -47.6% | -8.3% | -39.3% | -48.0% |
| 6M | +7.3% | -8.1% | +15.4% | +6.5% |
| YTD | +62.9% | +4.4% | +58.5% | +56.9% |
| 1Y | +91.3% | +0.2% | +91.1% | +87.2% |
| 3Y | +43.4% | +42.6% | +0.8% | +6.8% |
| All | +43.4% | +43.4% | 0.0% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling