+20.1%
W vs NVTS
+109.2%
-89.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.3% | -3.8% | +1.9% |
| 7D | -4.2% | +2.7% | -6.9% | -4.4% |
| 30D | -7.6% | -4.5% | -3.1% | -7.3% |
| 3M | +37.2% | -61.5% | +98.7% | +46.9% |
| 6M | +26.3% | +28.0% | -1.7% | +18.0% |
| YTD | -1.0% | +65.3% | -66.2% | -9.5% |
| 1Y | +20.1% | +113.0% | -92.9% | +2.4% |
| All | +20.1% | +109.2% | -89.1% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling