-26.7%
NVTS vs COMP
-19.8%
-7.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | +0.6% |
| 7D | +9.6% | +7.2% | +2.4% | +7.6% |
| 30D | -13.0% | +6.4% | -19.4% | -14.7% |
| 3M | -28.8% | -19.4% | -9.3% | -23.5% |
| 6M | -48.5% | +14.6% | -63.0% | -52.1% |
| YTD | +31.4% | -5.5% | +36.9% | +26.8% |
| 1Y | -2.3% | +13.7% | -15.9% | -12.4% |
| 3Y | +49.8% | +409.7% | -359.9% | -31.9% |
| 5Y | -43.2% | -17.0% | -26.2% | -59.3% |
| All | -26.7% | -19.8% | -7.0% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling