+37.5%
NVTS vs COMP
+215.9%
-178.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.1% |
| 7D | +2.7% | +1.4% | +1.3% | +2.2% |
| 30D | -4.5% | -13.3% | +8.9% | -0.6% |
| 3M | -61.5% | +41.1% | -102.6% | -65.9% |
| 6M | +28.0% | +17.2% | +10.8% | +17.6% |
| YTD | +65.3% | +5.2% | +60.1% | +55.6% |
| 1Y | +113.0% | +18.9% | +94.1% | +88.9% |
| All | +37.5% | +215.9% | -178.4% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling