+43.4%
NVTS vs TRU
-1.3%
+44.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.9% |
| 7D | -1.4% | -2.7% | +1.3% | -0.4% |
| 30D | -16.5% | -2.0% | -14.5% | -16.4% |
| 3M | -47.6% | +18.4% | -66.1% | -53.5% |
| 6M | +7.3% | +8.9% | -1.6% | -2.6% |
| YTD | +62.9% | -8.9% | +71.8% | +61.1% |
| 1Y | +91.3% | -15.9% | +107.2% | +97.0% |
| 3Y | +43.4% | -1.1% | +44.5% | +29.3% |
| All | +43.4% | -1.3% | +44.7% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling