-48.0%
SE vs NVTS
+3.1%
-51.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +0.8% |
| 7D | -1.5% | +21.6% | -23.1% | -2.0% |
| 30D | -22.3% | -8.5% | -13.8% | -22.4% |
| 3M | -41.8% | -31.4% | -10.5% | -41.7% |
| 6M | -22.4% | -50.3% | +27.9% | -22.4% |
| YTD | -41.6% | +33.9% | -75.5% | -50.4% |
| 1Y | -48.0% | +10.6% | -58.7% | -54.3% |
| All | -48.0% | +3.1% | -51.1% | -54.3% |
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