+57.0%
T vs NVTS
-48.0%
+105.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.7% | -0.4% |
| 7D | +1.6% | +21.6% | -20.0% | +1.8% |
| 30D | -2.9% | -8.5% | +5.6% | -2.9% |
| 3M | -7.5% | -31.4% | +23.9% | -7.6% |
| 6M | -9.9% | -50.3% | +40.4% | -10.1% |
| YTD | -6.4% | +33.9% | -40.3% | -6.6% |
| 1Y | -9.4% | +10.6% | -20.1% | -9.5% |
| 3Y | +64.9% | +52.7% | +12.1% | +67.1% |
| 5Y | +57.0% | -48.5% | +105.4% | +48.0% |
| All | +57.0% | -48.0% | +105.0% | +48.0% |
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 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