+110.5%
SPOT vs NVTS
-14.2%
+124.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.7% |
| 7D | -2.9% | +9.7% | -12.5% | -3.5% |
| 30D | +8.3% | -13.6% | +21.9% | +9.2% |
| 3M | +5.1% | -51.0% | +56.1% | +9.4% |
| 6M | -6.5% | +46.3% | -52.8% | -12.3% |
| YTD | -9.0% | +68.1% | -77.0% | -16.7% |
| 1Y | -26.4% | +113.9% | -140.3% | -35.4% |
| 3Y | +240.0% | +45.3% | +194.7% | +201.7% |
| All | +110.5% | -14.2% | +124.6% | +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