+59.1%
NVTS vs EAT
+474.6%
-415.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.6% | -3.5% | -4.3% |
| 7D | +21.6% | -7.1% | +28.7% | +25.7% |
| 30D | -8.5% | -2.3% | -6.2% | -7.8% |
| 3M | -31.4% | -19.6% | -11.7% | -24.7% |
| 6M | -50.3% | +46.0% | -96.4% | -61.4% |
| YTD | +33.9% | +37.7% | -3.8% | +6.5% |
| 1Y | +10.6% | +73.8% | -63.1% | -24.0% |
| All | +59.1% | +474.6% | -415.5% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling