-30.1%
NVTS vs EAT
+347.0%
-377.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.7% | -6.6% |
| 7D | +3.9% | -4.0% | +7.9% | +6.2% |
| 30D | -4.3% | -2.9% | -1.4% | -3.3% |
| 3M | -34.5% | -16.9% | -17.6% | -28.8% |
| 6M | -57.7% | +57.0% | -114.7% | -68.7% |
| YTD | +25.4% | +38.2% | -12.8% | -1.7% |
| 1Y | +13.1% | +69.3% | -56.1% | -22.2% |
| 3Y | +48.9% | +483.0% | -434.1% | -52.5% |
| 5Y | -51.8% | +364.1% | -415.9% | -84.7% |
| All | -30.1% | +347.0% | -377.1% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling