-9.4%
NVTS vs DVA
+60.9%
-70.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -5.0% | -3.6% |
| 7D | +3.5% | +2.0% | +1.5% | +3.1% |
| 30D | -11.9% | -0.4% | -11.6% | -11.9% |
| 3M | -49.2% | -7.7% | -41.6% | -49.1% |
| 6M | +38.4% | +20.0% | +18.5% | +31.1% |
| YTD | +62.5% | +61.1% | +1.4% | +41.6% |
| 1Y | +101.4% | +33.9% | +67.5% | +83.3% |
| 3Y | +40.4% | +91.5% | -51.1% | +10.3% |
| All | -9.4% | +60.9% | -70.3% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling