+68.4%
NVTS vs CAPR
+242.0%
-173.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +9.4% | +1.8% | +11.1% |
| 7D | +20.8% | +36.0% | -15.2% | +20.1% |
| 30D | -11.1% | +25.8% | -36.9% | -11.6% |
| 3M | -31.0% | +140.8% | -171.9% | -32.5% |
| 6M | -47.4% | -67.6% | +20.2% | -47.0% |
| YTD | +34.2% | -65.9% | +100.0% | +34.8% |
| 1Y | +22.2% | +66.1% | -43.9% | +13.7% |
| 3Y | +68.4% | +256.9% | -188.5% | +35.3% |
| All | +68.4% | +242.0% | -173.6% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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