-12.9%
NVTS vs ECL
+30.2%
-43.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.7% |
| 7D | +0.5% | -2.6% | +3.1% | +2.7% |
| 30D | -18.0% | -4.6% | -13.4% | -15.2% |
| 3M | -45.6% | +6.0% | -51.6% | -49.8% |
| 6M | +28.5% | -3.0% | +31.4% | +27.5% |
| YTD | +56.2% | +4.0% | +52.1% | +44.1% |
| 1Y | +97.7% | +2.0% | +95.7% | +85.5% |
| 3Y | +35.0% | +53.9% | -18.9% | -19.4% |
| All | -12.9% | +30.2% | -43.1% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ECL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling