-7.8%
NVTS vs NTAP
+127.6%
-135.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.2% |
| 7D | +2.7% | -0.8% | +3.5% | +3.3% |
| 30D | -4.5% | -0.5% | -3.9% | -4.6% |
| 3M | -61.5% | +4.1% | -65.6% | -62.9% |
| 6M | +28.0% | +88.0% | -60.0% | -29.8% |
| YTD | +65.3% | +75.6% | -10.3% | -4.3% |
| 1Y | +113.0% | +58.9% | +54.1% | +36.0% |
| 3Y | +34.7% | +153.6% | -118.9% | -51.4% |
| All | -7.8% | +127.6% | -135.4% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling