-10.8%
NVTS vs D
+23.9%
-34.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.4% | +4.5% | +12.8% |
| 7D | -0.3% | +8.5% | -8.8% | +7.2% |
| 30D | -24.4% | +14.3% | -38.7% | -14.3% |
| 3M | -26.5% | +1.8% | -28.3% | -25.3% |
| 6M | -41.4% | +13.0% | -54.4% | -34.4% |
| YTD | +30.7% | +22.7% | +7.9% | +59.8% |
| 1Y | -10.8% | +22.6% | -33.4% | +10.2% |
| All | -10.8% | +23.9% | -34.7% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling