+113.0%
NVTS vs DVA
+35.1%
+77.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +6.4% |
| 7D | +2.7% | +1.8% | +0.9% | +2.8% |
| 30D | -4.5% | -2.5% | -2.0% | -4.6% |
| 3M | -61.5% | -4.3% | -57.3% | -61.8% |
| 6M | +28.0% | +18.9% | +9.1% | +28.2% |
| YTD | +65.3% | +61.9% | +3.3% | +58.4% |
| 1Y | +113.0% | +35.7% | +77.3% | +111.4% |
| All | +113.0% | +35.1% | +77.8% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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