+611.8%
PLTR vs NVTS
-28.0%
+639.8%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.4% | -5.2% | +1.0% |
| 7D | +0.4% | +7.9% | -7.5% | -0.8% |
| 30D | -17.5% | +0.8% | -18.3% | -17.9% |
| 3M | -1.5% | -26.0% | +24.5% | +1.8% |
| 6M | +25.9% | -55.5% | +81.5% | +35.5% |
| YTD | -3.0% | +41.0% | -44.0% | -16.5% |
| 1Y | -9.7% | +10.4% | -20.1% | -19.4% |
| 3Y | +776.5% | +60.9% | +715.6% | +524.4% |
| 5Y | +649.9% | -42.8% | +692.7% | +489.3% |
| All | +611.8% | -28.0% | +639.8% | +458.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling