-50.3%
NVTS vs A
+55.1%
-105.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.2% | -2.8% | -3.7% |
| 7D | +21.6% | +0.7% | +20.9% | +21.5% |
| 30D | -8.5% | +0.8% | -9.3% | -7.6% |
| 3M | -31.4% | +16.9% | -48.3% | -33.9% |
| 6M | -50.3% | +53.8% | -104.1% | -56.4% |
| All | -50.3% | +55.1% | -105.4% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 6mo: compounded portfolio wealth divided by compounded A 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…
6mo analysis · Full analysis span regression · 6 months rolling