+69.4%
T vs NVTS
-17.0%
+86.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.8% |
| 7D | -3.1% | +3.5% | -6.6% | -3.1% |
| 30D | +4.6% | -11.9% | +16.5% | +4.5% |
| 3M | +12.2% | -49.2% | +61.5% | +12.0% |
| 6M | -6.5% | +38.4% | -44.9% | -6.5% |
| YTD | +4.9% | +62.5% | -57.6% | +4.8% |
| 1Y | -10.5% | +101.4% | -111.9% | -10.6% |
| 3Y | +104.6% | +40.4% | +64.2% | +109.4% |
| All | +69.4% | -17.0% | +86.4% | +59.1% |
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 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