-27.4%
ON vs NVTS
+45.8%
-73.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.7% |
| 7D | -2.2% | +9.7% | -11.9% | -3.4% |
| 30D | -12.4% | -13.6% | +1.2% | -10.8% |
| 3M | -41.2% | -51.0% | +9.8% | -36.1% |
| 6M | +25.0% | +46.3% | -21.4% | +19.0% |
| YTD | +31.3% | +68.1% | -36.8% | +22.0% |
| 1Y | +45.4% | +113.9% | -68.5% | +29.9% |
| 3Y | -27.4% | +45.3% | -72.7% | -12.4% |
| All | -27.4% | +45.8% | -73.2% | -12.4% |
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