+38.7%
TER vs NVTS
-1.0%
+39.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.5% |
| 7D | -8.9% | +9.6% | -18.5% | -12.0% |
| 30D | -39.1% | -13.0% | -26.1% | -36.1% |
| 3M | -32.8% | -28.8% | -4.0% | -24.2% |
| 6M | -31.7% | -48.5% | +16.7% | -16.6% |
| YTD | +26.9% | +31.4% | -4.4% | +5.0% |
| All | +38.7% | -1.0% | +39.7% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling