-9.1%
NVTS vs CBOE
+136.8%
-145.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.1% |
| 7D | -1.4% | -5.8% | +4.4% | -2.0% |
| 30D | -16.5% | -3.1% | -13.4% | -16.7% |
| 3M | -47.6% | -4.8% | -42.9% | -47.5% |
| 6M | +7.3% | -0.6% | +7.8% | +8.8% |
| YTD | +62.9% | +12.8% | +50.1% | +66.5% |
| 1Y | +91.3% | +19.8% | +71.5% | +96.3% |
| 3Y | +43.4% | +86.9% | -43.5% | +19.8% |
| All | -9.1% | +136.8% | -145.9% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling