+113.0%
NVTS vs CBOE
+29.2%
+83.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.7% | -3.6% | +6.3% | +2.0% |
| 30D | -4.5% | +5.1% | -9.5% | -3.3% |
| 3M | -61.5% | +4.6% | -66.1% | -60.6% |
| 6M | +28.0% | -0.3% | +28.2% | +37.7% |
| YTD | +65.3% | +19.8% | +45.5% | +101.2% |
| 1Y | +113.0% | +28.4% | +84.6% | +174.1% |
| All | +113.0% | +29.2% | +83.8% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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