+133.5%
SHEL vs NVTS
-20.2%
+153.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.4% |
| 7D | +3.9% | +0.5% | +3.5% | +3.9% |
| 30D | +7.0% | -18.0% | +25.0% | +7.3% |
| 3M | +12.5% | -45.6% | +58.1% | +13.5% |
| 6M | +14.8% | +28.5% | -13.7% | +13.2% |
| YTD | +34.2% | +56.2% | -22.0% | +31.5% |
| 1Y | +37.0% | +97.7% | -60.7% | +33.0% |
| 3Y | +70.9% | +35.0% | +35.9% | +66.1% |
| All | +133.5% | -20.2% | +153.8% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling