-9.4%
NVTS vs ECL
+30.5%
-39.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -1.6% |
| 7D | +3.5% | -2.7% | +6.2% | +5.9% |
| 30D | -11.9% | -4.3% | -7.6% | -9.1% |
| 3M | -49.2% | +3.2% | -52.5% | -51.9% |
| 6M | +38.4% | -2.9% | +41.3% | +37.4% |
| YTD | +62.5% | +4.3% | +58.2% | +49.6% |
| 1Y | +101.4% | +1.6% | +99.7% | +89.7% |
| 3Y | +40.4% | +54.3% | -13.8% | -16.3% |
| All | -9.4% | +30.5% | -39.9% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling