-55.6%
NVTS vs COMP
-10.9%
-44.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -7.0% |
| 7D | +3.9% | 0.0% | +3.9% | +4.0% |
| 30D | -4.3% | +16.6% | -20.9% | -9.3% |
| 3M | -34.5% | -23.5% | -11.0% | -28.2% |
| 6M | -57.7% | +25.7% | -83.5% | -62.1% |
| YTD | +25.4% | -3.4% | +28.8% | +20.0% |
| 1Y | +13.1% | +7.6% | +5.6% | +3.7% |
| 3Y | +48.9% | +423.6% | -374.7% | -33.8% |
| All | -55.6% | -10.9% | -44.7% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling