-70.7%
U vs NVTS
-15.6%
-55.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.3% | -2.2% |
| 7D | -3.8% | +2.7% | -6.5% | -4.4% |
| 30D | +17.5% | -4.5% | +21.9% | +17.9% |
| 3M | +38.7% | -61.5% | +100.3% | +62.1% |
| 6M | +104.4% | +28.0% | +76.4% | +75.7% |
| YTD | -5.7% | +65.3% | -70.9% | -24.7% |
| 1Y | +3.7% | +113.0% | -109.3% | -24.9% |
| 3Y | +12.3% | +34.7% | -22.4% | -19.8% |
| All | -70.7% | -15.6% | -55.1% | -80.5% |
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