-7.8%
NVTS vs EAT
+418.9%
-426.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.0% |
| 7D | +2.7% | 0.0% | +2.7% | +2.6% |
| 30D | -4.5% | +1.9% | -6.3% | -6.3% |
| 3M | -61.5% | +68.7% | -130.2% | -72.3% |
| 6M | +28.0% | +66.9% | -38.9% | -8.5% |
| YTD | +65.3% | +60.4% | +4.9% | +21.2% |
| 1Y | +113.0% | +44.0% | +69.0% | +63.5% |
| 3Y | +34.7% | +604.7% | -570.0% | -61.2% |
| All | -7.8% | +418.9% | -426.7% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling