-21.3%
NVTS vs COO
-37.7%
+16.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +8.0% |
| 7D | +7.9% | -2.3% | +10.2% | +9.7% |
| 30D | +0.8% | +13.3% | -12.5% | -7.8% |
| 3M | -26.0% | -18.1% | -7.9% | -16.6% |
| 6M | -55.5% | +6.7% | -62.2% | -61.1% |
| YTD | +41.0% | -23.2% | +64.3% | +63.8% |
| 1Y | +10.4% | -12.3% | +22.7% | +13.2% |
| 3Y | +60.9% | -23.6% | +84.4% | +72.7% |
| 5Y | -42.8% | -38.7% | -4.1% | -27.8% |
| All | -21.3% | -37.7% | +16.4% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling