+78.9%
SPY vs NVTS
-31.6%
+110.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.7% | -0.1% |
| 7D | +3.3% | +21.6% | -18.3% | +2.2% |
| 30D | -2.7% | -8.5% | +5.8% | -2.5% |
| 3M | -1.7% | -31.4% | +29.6% | -0.3% |
| 6M | +3.1% | -50.3% | +53.4% | +5.3% |
| YTD | +11.9% | +33.9% | -22.0% | +7.1% |
| 1Y | +12.0% | +10.6% | +1.3% | +8.1% |
| 3Y | +78.2% | +52.7% | +25.5% | +60.8% |
| 5Y | +73.2% | -48.5% | +121.7% | +54.4% |
| All | +78.9% | -31.6% | +110.5% | +59.2% |
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