-67.6%
XYZ vs NVTS
-15.6%
-52.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.0% | -1.7% |
| 7D | -1.0% | +2.7% | -3.7% | -1.4% |
| 30D | -1.7% | -4.5% | +2.7% | -1.4% |
| 3M | +16.7% | -61.5% | +78.3% | +33.0% |
| 6M | +26.9% | +28.0% | -1.1% | +11.9% |
| YTD | +27.1% | +65.3% | -38.1% | +5.2% |
| 1Y | +9.3% | +113.0% | -103.7% | -17.0% |
| 3Y | +42.3% | +34.7% | +7.6% | +8.2% |
| All | -67.6% | -15.6% | -52.0% | -76.7% |
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 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