+11.9%
U vs NVTS
+37.8%
-25.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.1% |
| 7D | +4.4% | +3.5% | +0.9% | +4.0% |
| 30D | -1.3% | -11.9% | +10.6% | -0.2% |
| 3M | +49.6% | -49.2% | +98.8% | +58.8% |
| 6M | +100.2% | +38.4% | +61.8% | +82.6% |
| YTD | -3.7% | +62.5% | -66.2% | -14.6% |
| 1Y | -6.5% | +101.4% | -107.9% | -20.6% |
| All | +11.9% | +37.8% | -25.9% | +19.9% |
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