+30.1%
XYZ vs NVTS
+6.3%
+23.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.4% | -7.2% | -0.5% |
| 7D | -2.2% | +7.9% | -10.1% | -3.0% |
| 30D | +11.6% | +0.8% | +10.8% | +11.0% |
| 3M | +8.4% | -26.0% | +34.4% | +9.9% |
| 6M | +17.2% | -55.5% | +72.7% | +20.5% |
| YTD | +31.7% | +41.0% | -9.3% | +12.8% |
| 1Y | +30.1% | +10.4% | +19.6% | +15.4% |
| All | +30.1% | +6.3% | +23.7% | +15.4% |
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