+56.0%
ON vs NVTS
-36.0%
+92.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.4% | +2.8% | -2.5% |
| 7D | +12.2% | +3.9% | +8.3% | +11.5% |
| 30D | -3.1% | -4.3% | +1.2% | -2.6% |
| 3M | -12.9% | -34.5% | +21.6% | -6.4% |
| 6M | -38.6% | -57.7% | +19.1% | -29.7% |
| YTD | +31.2% | +25.4% | +5.9% | +21.5% |
| 1Y | +47.6% | +13.1% | +34.5% | +38.5% |
| 3Y | +6.6% | +48.9% | -42.3% | -18.0% |
| 5Y | +21.3% | -51.8% | +73.0% | +7.8% |
| All | +56.0% | -36.0% | +92.0% | +23.2% |
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