+2.5%
SLB vs NVTS
+45.8%
-43.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | +0.4% | +9.7% | -9.3% | +0.2% |
| 30D | +13.6% | -13.6% | +27.2% | +14.0% |
| 3M | +1.5% | -51.0% | +52.5% | +3.2% |
| 6M | +23.0% | +46.3% | -23.3% | +20.9% |
| YTD | +51.2% | +68.1% | -16.8% | +47.9% |
| 1Y | +63.5% | +113.9% | -50.4% | +58.5% |
| 3Y | +2.5% | +45.3% | -42.8% | +3.1% |
| All | +2.5% | +45.8% | -43.3% | +3.1% |
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