-79.6%
PYPL vs NVTS
-17.0%
-62.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.6% |
| 7D | -4.3% | +3.5% | -7.8% | -4.6% |
| 30D | -11.5% | -11.9% | +0.5% | -10.7% |
| 3M | +26.1% | -49.2% | +75.4% | +31.7% |
| 6M | +13.7% | +38.4% | -24.8% | +5.8% |
| YTD | -9.8% | +62.5% | -72.3% | -18.2% |
| 1Y | -22.1% | +101.4% | -123.4% | -32.2% |
| 3Y | -13.5% | +40.4% | -53.9% | -24.8% |
| All | -79.6% | -17.0% | -62.6% | -84.2% |
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 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