-62.8%
TEAM vs NVTS
-28.0%
-34.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.4% | -4.8% | +1.9% |
| 7D | -19.7% | +7.9% | -27.6% | -20.6% |
| 30D | -26.6% | +0.8% | -27.4% | -27.1% |
| 3M | -1.1% | -26.0% | +24.9% | +0.8% |
| 6M | +74.6% | -55.5% | +130.1% | +82.1% |
| YTD | -6.0% | +41.0% | -47.0% | -17.0% |
| 1Y | -3.2% | +10.4% | -13.7% | -12.4% |
| 3Y | -13.5% | +60.9% | -74.4% | -34.6% |
| 5Y | -65.5% | -42.8% | -22.7% | -71.4% |
| All | -62.8% | -28.0% | -34.8% | -67.7% |
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