+99.2%
WMT vs NVTS
+32.4%
+66.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -0.1% |
| 7D | -2.5% | +0.5% | -2.9% | -2.5% |
| 30D | -6.4% | -18.0% | +11.6% | -6.4% |
| 3M | -12.1% | -45.6% | +33.5% | -11.9% |
| 6M | -15.0% | +28.5% | -43.4% | -15.5% |
| YTD | -4.5% | +56.2% | -60.7% | -5.3% |
| 1Y | +6.2% | +97.7% | -91.5% | +5.1% |
| All | +99.2% | +32.4% | +66.8% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling