+224.3%
TER vs NVTS
-14.2%
+238.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.9% |
| 7D | +11.0% | +9.7% | +1.3% | +9.4% |
| 30D | -1.9% | -13.6% | +11.7% | +0.5% |
| 3M | -0.7% | -51.0% | +50.3% | +10.5% |
| 6M | +36.4% | +46.3% | -10.0% | +27.2% |
| YTD | +92.4% | +68.1% | +24.4% | +75.0% |
| 1Y | +213.5% | +113.9% | +99.6% | +170.2% |
| 3Y | +277.2% | +45.3% | +232.0% | +220.4% |
| All | +224.3% | -14.2% | +238.4% | +169.6% |
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