-68.9%
SE vs NVTS
-15.6%
-53.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.2% | -1.5% |
| 7D | -6.1% | +2.7% | -8.8% | -6.4% |
| 30D | -2.5% | -4.5% | +2.0% | -2.2% |
| 3M | +21.7% | -61.5% | +83.2% | +31.1% |
| 6M | +27.0% | +28.0% | -1.0% | +17.4% |
| YTD | -12.1% | +65.3% | -77.4% | -21.9% |
| 1Y | -40.9% | +113.0% | -153.9% | -50.2% |
| 3Y | +191.0% | +34.7% | +156.3% | +150.9% |
| All | -68.9% | -15.6% | -53.3% | -76.0% |
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 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