+87.0%
U vs NVTS
-56.0%
+142.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.1% | +6.1% | +1.5% |
| 7D | +2.8% | +21.6% | -18.8% | +1.0% |
| 30D | +7.6% | -8.5% | +16.1% | +8.0% |
| 3M | +12.7% | -31.4% | +44.1% | +15.4% |
| 6M | +87.0% | -50.3% | +137.3% | +90.4% |
| All | +87.0% | -56.0% | +142.9% | +90.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling