+192.8%
TER vs NVTS
+58.3%
+134.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +11.3% | +1.5% | +11.2% |
| 7D | -5.8% | +20.8% | -26.6% | -8.1% |
| 30D | -38.9% | -11.1% | -27.8% | -37.9% |
| 3M | -35.1% | -31.0% | -4.1% | -31.8% |
| 6M | -31.6% | -47.4% | +15.8% | -26.1% |
| YTD | +27.2% | +34.2% | -6.9% | +24.4% |
| 1Y | +35.2% | +22.2% | +13.0% | +32.9% |
| 3Y | +192.8% | +68.4% | +124.4% | +200.1% |
| All | +192.8% | +58.3% | +134.5% | +200.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling