+196.3%
SE vs NVTS
+45.8%
+150.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.1% |
| 7D | +0.6% | +9.7% | -9.1% | +0.4% |
| 30D | -0.1% | -13.6% | +13.5% | +0.2% |
| 3M | +34.1% | -51.0% | +85.1% | +35.8% |
| 6M | +23.2% | +46.3% | -23.1% | +19.8% |
| YTD | -11.2% | +68.1% | -79.2% | -14.2% |
| 1Y | -40.5% | +113.9% | -154.4% | -43.2% |
| 3Y | +196.3% | +45.3% | +151.0% | +265.3% |
| All | +196.3% | +45.8% | +150.5% | +265.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling