-2.5%
NVTS vs COMP
+16.2%
-18.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.7% | -1.2% | +6.6% |
| 7D | +1.5% | +13.4% | -11.9% | -1.3% |
| 30D | -23.8% | +11.1% | -34.9% | -25.6% |
| 3M | -30.6% | -18.8% | -11.7% | -27.9% |
| 6M | -48.4% | +10.5% | -58.9% | -49.9% |
| YTD | +20.6% | -3.4% | +24.0% | +18.6% |
| 1Y | -2.5% | +19.7% | -22.2% | -10.1% |
| All | -2.5% | +16.2% | -18.7% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling