-10.8%
NVTS vs BR
-14.2%
+3.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.0% | +6.0% | +11.6% |
| 7D | -0.3% | +7.0% | -7.3% | +5.8% |
| 30D | -24.4% | +19.0% | -43.4% | -11.5% |
| 3M | -26.5% | +13.1% | -39.6% | -16.9% |
| 6M | -41.4% | +24.6% | -66.0% | -22.9% |
| YTD | +30.7% | -13.6% | +44.3% | +65.2% |
| 1Y | -10.8% | -13.1% | +2.3% | +13.0% |
| All | -10.8% | -14.2% | +3.4% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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