+43.4%
NVTS vs BR
-5.3%
+48.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.3% |
| 7D | -1.4% | -3.0% | +1.5% | -1.9% |
| 30D | -16.5% | -0.3% | -16.2% | -16.5% |
| 3M | -47.6% | +17.3% | -64.9% | -46.2% |
| 6M | +7.3% | -6.7% | +14.0% | +13.8% |
| YTD | +62.9% | -23.4% | +86.3% | +85.5% |
| 1Y | +91.3% | -32.7% | +124.0% | +131.9% |
| 3Y | +43.4% | -5.9% | +49.3% | +19.8% |
| All | +43.4% | -5.3% | +48.7% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling