-70.2%
PYPL vs NVTS
-40.8%
-29.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.4% | -6.2% | +0.6% |
| 7D | -1.2% | +7.9% | -9.1% | -2.0% |
| 30D | +6.1% | +0.8% | +5.3% | +5.6% |
| 3M | +1.1% | -26.0% | +27.0% | +2.8% |
| 6M | +32.7% | -55.5% | +88.3% | +37.9% |
| YTD | +2.8% | +41.0% | -38.3% | -6.4% |
| 1Y | -10.8% | +10.4% | -21.2% | -17.1% |
| 3Y | +9.8% | +60.9% | -51.1% | -10.3% |
| 5Y | -70.2% | -42.8% | -27.4% | -75.0% |
| All | -70.2% | -40.8% | -29.4% | -75.0% |
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