-12.9%
NVTS vs CBOE
+142.2%
-155.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -4.0% |
| 7D | +0.5% | -3.7% | +4.1% | +0.1% |
| 30D | -18.0% | +2.0% | -20.0% | -17.9% |
| 3M | -45.6% | -4.2% | -41.4% | -45.4% |
| 6M | +28.5% | +1.2% | +27.3% | +30.5% |
| YTD | +56.2% | +15.4% | +40.8% | +60.0% |
| 1Y | +97.7% | +23.5% | +74.2% | +103.3% |
| 3Y | +35.0% | +93.2% | -58.2% | +12.2% |
| All | -12.9% | +142.2% | -155.1% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling