-10.8%
NVTS vs NYT
+16.5%
-27.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.9% | +9.9% | +8.4% |
| 7D | -0.3% | -3.9% | +3.6% | -2.4% |
| 30D | -24.4% | +4.3% | -28.7% | -22.3% |
| 3M | -26.5% | -11.7% | -14.7% | -31.0% |
| 6M | -41.4% | -14.4% | -27.0% | -44.5% |
| YTD | +30.7% | -3.0% | +33.7% | +37.2% |
| 1Y | -10.8% | +16.5% | -27.3% | +16.0% |
| All | -10.8% | +16.5% | -27.3% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling