-42.8%
NVTS vs COMP
-14.2%
-28.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.7% | +6.4% |
| 7D | +7.9% | +2.2% | +5.7% | +7.7% |
| 30D | +0.8% | +16.3% | -15.5% | -4.3% |
| 3M | -26.0% | -19.1% | -6.8% | -20.5% |
| 6M | -55.5% | +17.1% | -72.7% | -59.0% |
| YTD | +41.0% | -2.9% | +44.0% | +34.8% |
| 1Y | +10.4% | +8.8% | +1.6% | +0.8% |
| 3Y | +60.9% | +423.5% | -362.6% | -28.3% |
| 5Y | -42.8% | -10.5% | -32.3% | -55.6% |
| All | -42.8% | -14.2% | -28.5% | -55.6% |
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