+45.3%
NVTS vs COO
-23.3%
+68.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.9% |
| 7D | +9.7% | -2.3% | +12.0% | +10.7% |
| 30D | -13.6% | -8.8% | -4.8% | -10.2% |
| 3M | -51.0% | +1.3% | -52.3% | -52.4% |
| 6M | +46.3% | -11.6% | +57.9% | +54.2% |
| YTD | +68.1% | -17.4% | +85.5% | +86.4% |
| 1Y | +113.9% | -1.6% | +115.5% | +110.2% |
| 3Y | +45.3% | -22.6% | +67.9% | +58.4% |
| All | +45.3% | -23.3% | +68.6% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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