+37.1%
NVTS vs NVD
-99.1%
+136.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.1% | +4.4% |
| 7D | -1.4% | +10.8% | -12.3% | +2.2% |
| 30D | -16.5% | +0.8% | -17.3% | -15.1% |
| 3M | -47.6% | -20.8% | -26.8% | -49.4% |
| 6M | +7.3% | -41.2% | +48.4% | -2.3% |
| YTD | +62.9% | -44.2% | +107.1% | +50.9% |
| 1Y | +91.3% | -54.2% | +145.4% | +73.8% |
| 3Y | +43.4% | -99.1% | +142.5% | -30.1% |
| All | +37.1% | -99.1% | +136.3% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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