+211.2%
TER vs NVTS
-15.6%
+226.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.3% | -0.8% | +4.5% |
| 7D | +0.6% | +2.7% | -2.1% | +0.2% |
| 30D | -8.3% | -4.5% | -3.8% | -7.6% |
| 3M | -12.2% | -61.5% | +49.3% | +1.2% |
| 6M | +17.1% | +28.0% | -10.9% | +11.3% |
| YTD | +84.7% | +65.3% | +19.4% | +68.4% |
| 1Y | +199.9% | +113.0% | +86.9% | +158.8% |
| 3Y | +232.8% | +34.7% | +198.1% | +188.3% |
| All | +211.2% | -15.6% | +226.8% | +159.4% |
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