-10.8%
NVTS vs TRU
+2.1%
-12.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.6% | +4.4% | +10.6% |
| 7D | -0.3% | +10.5% | -10.8% | +3.4% |
| 30D | -24.4% | +28.7% | -53.1% | -17.3% |
| 3M | -26.5% | +0.7% | -27.1% | -26.6% |
| 6M | -41.4% | +19.3% | -60.7% | -38.3% |
| YTD | +30.7% | -3.7% | +34.4% | +34.6% |
| 1Y | -10.8% | +3.4% | -14.2% | -6.4% |
| All | -10.8% | +2.1% | -12.9% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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