-39.0%
NVTS vs ALL
+145.6%
-184.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.4% | +11.7% | +11.1% |
| 7D | +20.8% | -3.9% | +24.7% | +19.4% |
| 30D | -11.1% | +10.6% | -21.7% | -8.1% |
| 3M | -31.0% | -4.6% | -26.5% | -31.3% |
| 6M | -47.4% | +20.2% | -67.6% | -44.7% |
| YTD | +34.2% | +23.7% | +10.5% | +41.6% |
| 1Y | +22.2% | +27.9% | -5.7% | +29.1% |
| 3Y | +68.4% | +109.2% | -40.8% | +44.7% |
| 5Y | -39.0% | +148.0% | -187.0% | -48.5% |
| All | -39.0% | +145.6% | -184.6% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 5y: compounded portfolio wealth divided by compounded ALL 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…
5y analysis · Full analysis span regression · 6 months rolling