-30.1%
NVTS vs NTAP
+123.0%
-153.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.5% | -3.8% | -4.2% |
| 7D | +3.9% | +7.2% | -3.3% | -1.8% |
| 30D | -4.3% | -18.4% | +14.0% | +15.2% |
| 3M | -34.5% | -11.3% | -23.2% | -26.9% |
| 6M | -57.7% | +53.8% | -111.5% | -72.5% |
| YTD | +25.4% | +72.0% | -46.6% | -25.5% |
| 1Y | +13.1% | +68.0% | -54.9% | -31.3% |
| 3Y | +48.9% | +149.5% | -100.6% | -45.3% |
| 5Y | -51.8% | +125.6% | -177.4% | -81.8% |
| All | -30.1% | +123.0% | -153.0% | -73.5% |
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