-25.3%
NVTS vs EAT
+345.4%
-370.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.6% | -3.5% | -4.2% |
| 7D | +21.6% | -7.1% | +28.7% | +26.2% |
| 30D | -8.5% | -2.3% | -6.2% | -7.8% |
| 3M | -31.4% | -19.6% | -11.7% | -24.0% |
| 6M | -50.3% | +46.0% | -96.4% | -61.9% |
| YTD | +33.9% | +37.7% | -3.8% | +5.2% |
| 1Y | +10.6% | +73.8% | -63.1% | -25.2% |
| 3Y | +52.7% | +482.1% | -429.3% | -51.3% |
| 5Y | -48.5% | +362.5% | -411.0% | -83.6% |
| All | -25.3% | +345.4% | -370.7% | -76.6% |
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