-9.4%
NVTS vs NTAP
+126.6%
-136.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -1.4% |
| 7D | +3.5% | +2.2% | +1.3% | +1.5% |
| 30D | -11.9% | -7.0% | -4.9% | -6.3% |
| 3M | -49.2% | +12.3% | -61.5% | -54.5% |
| 6M | +38.4% | +85.1% | -46.7% | -23.0% |
| YTD | +62.5% | +74.8% | -12.3% | -5.5% |
| 1Y | +101.4% | +52.7% | +48.7% | +33.2% |
| 3Y | +40.4% | +147.7% | -107.2% | -47.8% |
| All | -9.4% | +126.6% | -136.0% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 5y: compounded portfolio wealth divided by compounded NTAP 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…
5y analysis · Full analysis span regression · 6 months rolling