-39.0%
NVTS vs CAPR
+160.6%
-199.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +9.4% | +1.8% | +10.9% |
| 7D | +20.8% | +36.0% | -15.2% | +19.6% |
| 30D | -11.1% | +25.8% | -36.9% | -11.9% |
| 3M | -31.0% | +140.8% | -171.9% | -33.5% |
| 6M | -47.4% | -67.6% | +20.2% | -46.7% |
| YTD | +34.2% | -65.9% | +100.0% | +35.3% |
| 1Y | +22.2% | +66.1% | -43.9% | +6.6% |
| 3Y | +68.4% | +256.9% | -188.5% | +0.9% |
| 5Y | -39.0% | +172.1% | -211.1% | -66.8% |
| All | -39.0% | +160.6% | -199.6% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling