+47.4%
TER vs NVTS
+6.9%
+40.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.4% | +1.0% | -2.9% |
| 7D | +14.4% | +3.9% | +10.4% | +13.0% |
| 30D | -30.6% | -4.3% | -26.2% | -29.4% |
| 3M | -39.2% | -34.5% | -4.7% | -29.4% |
| 6M | -31.3% | -57.7% | +26.5% | -10.4% |
| YTD | +29.1% | +25.4% | +3.7% | +9.4% |
| 1Y | +47.4% | +13.1% | +34.3% | +28.7% |
| All | +47.4% | +6.9% | +40.6% | +28.7% |
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 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