+132.0%
SHEL vs NVTS
-14.2%
+146.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +2.5% |
| 7D | +1.9% | +9.7% | -7.8% | +1.8% |
| 30D | +8.7% | -13.6% | +22.3% | +8.9% |
| 3M | +11.0% | -51.0% | +62.0% | +12.1% |
| 6M | +14.6% | +46.3% | -31.8% | +12.7% |
| YTD | +33.3% | +68.1% | -34.8% | +30.5% |
| 1Y | +37.9% | +113.9% | -76.0% | +33.7% |
| 3Y | +69.7% | +45.3% | +24.5% | +64.8% |
| All | +132.0% | -14.2% | +146.2% | +109.3% |
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 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