+12.1%
O vs NVTS
-17.0%
+29.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | -0.6% | -49.2% | +48.6% | +0.1% |
| 6M | -5.0% | +38.4% | -43.4% | -6.2% |
| YTD | +10.4% | +62.5% | -52.1% | +8.4% |
| 1Y | +6.6% | +101.4% | -94.8% | +3.9% |
| 3Y | +28.4% | +40.4% | -12.0% | +25.6% |
| All | +12.1% | -17.0% | +29.2% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling