+878.9%
WULF vs NVTS
+38.1%
+840.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +3.0% |
| 7D | +1.4% | -1.4% | +2.8% | +1.7% |
| 30D | -2.6% | -16.5% | +13.9% | +0.6% |
| 3M | -34.0% | -47.6% | +13.7% | -26.8% |
| 6M | +10.0% | +7.3% | +2.7% | +5.4% |
| YTD | +45.7% | +62.9% | -17.2% | +30.2% |
| 1Y | +57.3% | +91.3% | -34.0% | +35.6% |
| 3Y | +878.9% | +43.4% | +835.5% | +1,406.7% |
| All | +878.9% | +38.1% | +840.8% | +1,406.7% |
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