-9.4%
NVTS vs GRAB
-70.9%
+61.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.1% | -0.9% |
| 7D | +3.5% | -13.9% | +17.4% | +9.4% |
| 30D | -11.9% | -17.2% | +5.2% | -5.6% |
| 3M | -49.2% | -7.9% | -41.4% | -48.0% |
| 6M | +38.4% | -23.2% | +61.7% | +51.5% |
| YTD | +62.5% | -39.1% | +101.5% | +94.5% |
| 1Y | +101.4% | -42.5% | +143.9% | +148.6% |
| 3Y | +40.4% | -18.3% | +58.7% | +50.3% |
| All | -9.4% | -70.9% | +61.5% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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