+68.3%
V vs NVTS
-15.6%
+83.9%
-24.1%
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% | -1.1% |
| 7D | -1.7% | +2.7% | -4.4% | -1.8% |
| 30D | +2.0% | -4.5% | +6.4% | +2.0% |
| 3M | +17.4% | -61.5% | +78.9% | +19.8% |
| 6M | +17.5% | +28.0% | -10.5% | +14.8% |
| YTD | +7.6% | +65.3% | -57.7% | +3.9% |
| 1Y | +7.7% | +113.0% | -105.3% | +2.3% |
| 3Y | +54.7% | +34.7% | +20.0% | +49.2% |
| All | +68.3% | -15.6% | +83.9% | +48.9% |
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 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