+14.3%
O vs NVTS
-15.6%
+29.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.1% | -0.9% |
| 7D | -0.7% | +2.7% | -3.4% | -0.8% |
| 30D | -1.9% | -4.5% | +2.6% | -1.9% |
| 3M | +3.8% | -61.5% | +65.4% | +4.9% |
| 6M | -4.7% | +28.0% | -32.7% | -5.9% |
| YTD | +12.5% | +65.3% | -52.8% | +10.4% |
| 1Y | +10.8% | +113.0% | -102.2% | +8.0% |
| 3Y | +28.8% | +34.7% | -5.9% | +26.2% |
| All | +14.3% | -15.6% | +29.9% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling