-48.5%
NVTS vs DD
+67.6%
-116.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -4.5% |
| 7D | +21.6% | +6.7% | +14.9% | +13.9% |
| 30D | -8.5% | +19.4% | -27.9% | -23.5% |
| 3M | -31.4% | +7.6% | -39.0% | -35.8% |
| 6M | -50.3% | +2.9% | -53.2% | -50.6% |
| YTD | +33.9% | +29.9% | +4.0% | +8.3% |
| 1Y | +10.6% | +28.6% | -18.0% | -9.6% |
| 3Y | +52.7% | +90.0% | -37.3% | -17.8% |
| 5Y | -48.5% | +68.1% | -116.6% | -73.5% |
| All | -48.5% | +67.6% | -116.1% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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