-46.2%
SE vs NVTS
+6.9%
-53.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.3% |
| 7D | -0.5% | +3.9% | -4.4% | -0.6% |
| 30D | -20.9% | -4.3% | -16.6% | -21.0% |
| 3M | -38.9% | -34.5% | -4.4% | -38.7% |
| 6M | -19.4% | -57.7% | +38.3% | -19.2% |
| YTD | -40.9% | +25.4% | -66.3% | -49.7% |
| 1Y | -46.2% | +13.1% | -59.3% | -53.3% |
| All | -46.2% | +6.9% | -53.1% | -53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling