+113.0%
NVTS vs NYT
+15.2%
+97.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.5% |
| 7D | +2.7% | -1.3% | +4.0% | +1.8% |
| 30D | -4.5% | +2.7% | -7.2% | -2.2% |
| 3M | -61.5% | -10.3% | -51.2% | -63.3% |
| 6M | +28.0% | -16.6% | +44.6% | +18.0% |
| YTD | +65.3% | -2.3% | +67.5% | +79.7% |
| 1Y | +113.0% | +15.0% | +98.0% | +230.5% |
| All | +113.0% | +15.2% | +97.8% | +230.5% |
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