-6.3%
NVTS vs ALL
+125.7%
-131.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.0% | +1.0% |
| 7D | +9.7% | -1.7% | +11.4% | +9.2% |
| 30D | -13.6% | -4.7% | -8.9% | -14.5% |
| 3M | -51.0% | +18.4% | -69.3% | -49.0% |
| 6M | +46.3% | +20.5% | +25.8% | +53.1% |
| YTD | +68.1% | +23.5% | +44.5% | +76.4% |
| 1Y | +113.9% | +29.0% | +84.9% | +124.8% |
| 3Y | +45.3% | +153.7% | -108.4% | +16.6% |
| All | -6.3% | +125.7% | -131.9% | -17.6% |
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