+43.4%
NVTS vs NYT
+56.2%
-12.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.3% |
| 7D | -1.4% | -0.6% | -0.8% | -1.4% |
| 30D | -16.5% | +4.6% | -21.1% | -16.5% |
| 3M | -47.6% | -9.6% | -38.1% | -47.5% |
| 6M | +7.3% | -14.0% | +21.3% | +7.3% |
| YTD | +62.9% | -2.8% | +65.7% | +57.6% |
| 1Y | +91.3% | +15.6% | +75.7% | +74.8% |
| 3Y | +43.4% | +56.3% | -12.9% | +3.0% |
| All | +43.4% | +56.2% | -12.8% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling