-70.1%
U vs NVTS
-17.0%
-53.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.1% |
| 7D | +4.4% | +3.5% | +0.9% | +3.6% |
| 30D | -1.3% | -11.9% | +10.6% | +0.7% |
| 3M | +49.6% | -49.2% | +98.8% | +66.4% |
| 6M | +100.2% | +38.4% | +61.8% | +69.3% |
| YTD | -3.7% | +62.5% | -66.2% | -22.9% |
| 1Y | -6.5% | +101.4% | -107.9% | -31.5% |
| 3Y | +12.9% | +40.4% | -27.5% | -21.6% |
| All | -70.1% | -17.0% | -53.1% | -80.1% |
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 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