-10.8%
NVTS vs BG
+7.2%
-18.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +8.5% |
| 7D | -0.3% | -3.8% | +3.4% | +0.2% |
| 30D | -24.4% | -9.6% | -14.8% | -23.2% |
| 3M | -26.5% | -8.5% | -17.9% | -26.3% |
| 6M | -41.4% | -23.0% | -18.3% | -35.9% |
| YTD | +30.7% | +10.9% | +19.8% | +22.4% |
| 1Y | -10.8% | +6.0% | -16.8% | -19.1% |
| All | -10.8% | +7.2% | -18.0% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling