-7.8%
NVTS vs A
-0.5%
-7.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +5.8% |
| 7D | +2.7% | -1.9% | +4.6% | +4.6% |
| 30D | -4.5% | +6.9% | -11.4% | -9.7% |
| 3M | -61.5% | +9.2% | -70.8% | -64.7% |
| 6M | +28.0% | +25.7% | +2.3% | +0.8% |
| YTD | +65.3% | +11.5% | +53.7% | +46.0% |
| 1Y | +113.0% | +18.4% | +94.6% | +74.6% |
| 3Y | +34.7% | +26.6% | +8.1% | +0.1% |
| All | -7.8% | -0.5% | -7.3% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling