+5.1%
W vs NVTS
+6.9%
-1.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +1.3% |
| 7D | +0.2% | +3.9% | -3.8% | -0.5% |
| 30D | +6.8% | -4.3% | +11.1% | +7.0% |
| 3M | +10.7% | -34.5% | +45.1% | +15.8% |
| 6M | +86.3% | -57.7% | +144.1% | +98.8% |
| YTD | +11.5% | +25.4% | -13.9% | -1.0% |
| 1Y | +5.1% | +13.1% | -8.0% | -7.5% |
| All | +5.1% | +6.9% | -1.8% | -7.5% |
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 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