+55.8%
ON vs NVTS
-17.0%
+72.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.4% |
| 7D | -1.9% | +3.5% | -5.4% | -2.5% |
| 30D | -11.0% | -11.9% | +0.9% | -9.2% |
| 3M | -39.3% | -49.2% | +9.9% | -32.4% |
| 6M | +19.8% | +38.4% | -18.6% | +10.9% |
| YTD | +31.1% | +62.5% | -31.4% | +16.2% |
| 1Y | +46.0% | +101.4% | -55.4% | +21.1% |
| 3Y | -27.5% | +40.4% | -67.9% | -40.3% |
| All | +55.8% | -17.0% | +72.8% | +17.7% |
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