+40.6%
SCHW vs NVTS
-20.2%
+60.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +0.9% |
| 7D | -2.8% | +0.5% | -3.2% | -2.8% |
| 30D | -0.1% | -18.0% | +18.0% | +0.6% |
| 3M | +20.6% | -45.6% | +66.2% | +22.9% |
| 6M | +15.9% | +28.5% | -12.5% | +11.8% |
| YTD | +8.5% | +56.2% | -47.7% | +3.2% |
| 1Y | +17.8% | +97.7% | -79.8% | +9.8% |
| 3Y | +88.5% | +35.0% | +53.5% | +75.7% |
| All | +40.6% | -20.2% | +60.9% | +24.5% |
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