+28.7%
O vs NVTS
+37.8%
-9.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.5% |
| 7D | -2.3% | +3.5% | -5.7% | -2.3% |
| 30D | -2.4% | -11.9% | +9.5% | -2.4% |
| 3M | -0.6% | -49.2% | +48.6% | -0.3% |
| 6M | -5.0% | +38.4% | -43.4% | -5.7% |
| YTD | +10.4% | +62.5% | -52.1% | +9.2% |
| 1Y | +6.6% | +101.4% | -94.8% | +5.1% |
| All | +28.7% | +37.8% | -9.0% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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