-7.8%
NVTS vs CAPR
+136.2%
-144.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +6.3% |
| 7D | +2.7% | -2.0% | +4.7% | +2.8% |
| 30D | -4.5% | +139.2% | -143.6% | -7.7% |
| 3M | -61.5% | -66.4% | +4.8% | -61.0% |
| 6M | +28.0% | -63.1% | +91.1% | +29.1% |
| YTD | +65.3% | -67.4% | +132.7% | +67.2% |
| 1Y | +113.0% | +58.2% | +54.7% | +85.8% |
| 3Y | +34.7% | +42.2% | -7.5% | -4.7% |
| All | -7.8% | +136.2% | -144.0% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling