+62.5%
SLB vs NVTS
-42.8%
+105.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.5% | -9.0% | +0.2% |
| 7D | -7.1% | +1.5% | -8.6% | -7.2% |
| 30D | +4.1% | -23.8% | +27.9% | +4.9% |
| 3M | -2.6% | -30.6% | +27.9% | -1.7% |
| 6M | -8.6% | -48.4% | +39.8% | -7.3% |
| YTD | +32.2% | +20.6% | +11.6% | +29.3% |
| 1Y | +40.7% | -2.5% | +43.2% | +38.2% |
| 3Y | -4.5% | +44.0% | -48.5% | -10.4% |
| All | +62.5% | -42.8% | +105.3% | +44.9% |
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