-59.9%
W vs NVTS
-15.6%
-44.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.3% | -3.8% | +1.3% |
| 7D | -4.2% | +2.7% | -6.9% | -4.7% |
| 30D | -7.6% | -4.5% | -3.1% | -7.2% |
| 3M | +37.2% | -61.5% | +98.7% | +60.7% |
| 6M | +26.3% | +28.0% | -1.7% | +10.6% |
| YTD | -1.0% | +65.3% | -66.2% | -19.4% |
| 1Y | +20.1% | +113.0% | -92.9% | -12.4% |
| 3Y | +37.8% | +34.7% | +3.1% | +0.8% |
| All | -59.9% | -15.6% | -44.3% | -75.2% |
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