+68.4%
NVTS vs COO
-23.3%
+91.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.5% | +8.7% | +10.3% |
| 7D | +20.8% | +4.3% | +16.5% | +19.1% |
| 30D | -11.1% | +17.6% | -28.7% | -16.9% |
| 3M | -31.0% | -13.9% | -17.2% | -27.0% |
| 6M | -47.4% | +6.6% | -53.9% | -51.7% |
| YTD | +34.2% | -22.0% | +56.2% | +51.9% |
| 1Y | +22.2% | -8.8% | +31.0% | +24.2% |
| 3Y | +68.4% | -21.5% | +89.8% | +77.8% |
| All | +68.4% | -23.3% | +91.7% | +77.8% |
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