+37.5%
NVTS vs DVA
+89.4%
-51.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.8% |
| 7D | +0.5% | -0.2% | +0.6% | +0.5% |
| 30D | -18.0% | +1.7% | -19.7% | -18.1% |
| 3M | -45.6% | -8.7% | -36.9% | -45.7% |
| 6M | +28.5% | +19.7% | +8.8% | +25.4% |
| YTD | +56.2% | +59.6% | -3.4% | +45.2% |
| 1Y | +97.7% | +37.1% | +60.6% | +87.5% |
| All | +37.5% | +89.4% | -51.9% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling