-26.7%
NVTS vs ALL
+132.5%
-159.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -1.2% |
| 7D | +9.6% | -0.1% | +9.7% | +9.6% |
| 30D | -13.0% | +13.8% | -26.8% | -9.2% |
| 3M | -28.8% | -2.8% | -26.0% | -28.6% |
| 6M | -48.5% | +23.7% | -72.1% | -45.3% |
| YTD | +31.4% | +27.3% | +4.1% | +40.1% |
| 1Y | -2.3% | +30.5% | -32.8% | +4.3% |
| 3Y | +49.8% | +113.0% | -63.2% | +32.8% |
| 5Y | -43.2% | +157.6% | -200.8% | -50.0% |
| All | -26.7% | +132.5% | -159.2% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling