+78.8%
U vs NVTS
+51.0%
+27.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.9% |
| 7D | +24.4% | +9.6% | +14.8% | +22.7% |
| 30D | +7.4% | -13.0% | +20.4% | +8.3% |
| 3M | +16.8% | -28.8% | +45.6% | +19.9% |
| 6M | +78.8% | -48.5% | +127.2% | +84.4% |
| YTD | +14.0% | +31.4% | -17.4% | +3.3% |
| 1Y | +16.7% | -2.3% | +19.0% | +9.0% |
| All | +78.8% | +51.0% | +27.7% | +78.6% |
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 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