-6.3%
NVTS vs COO
-33.0%
+26.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +3.6% |
| 7D | +9.7% | -2.3% | +12.0% | +11.3% |
| 30D | -13.6% | -8.8% | -4.8% | -8.3% |
| 3M | -51.0% | +1.3% | -52.3% | -53.0% |
| 6M | +46.3% | -11.6% | +57.9% | +54.1% |
| YTD | +68.1% | -17.4% | +85.5% | +88.9% |
| 1Y | +113.9% | -1.6% | +115.5% | +104.6% |
| 3Y | +45.3% | -22.6% | +67.9% | +61.6% |
| All | -6.3% | -33.0% | +26.8% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling