-9.4%
NVTS vs DTE
+38.9%
-48.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.3% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -11.9% | -0.5% | -11.4% | -11.9% |
| 3M | -49.2% | -6.0% | -43.2% | -49.3% |
| 6M | +38.4% | -7.2% | +45.6% | +38.4% |
| YTD | +62.5% | +7.2% | +55.3% | +58.2% |
| 1Y | +101.4% | +4.1% | +97.3% | +98.1% |
| 3Y | +40.4% | +46.9% | -6.4% | +24.7% |
| All | -9.4% | +38.9% | -48.3% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling