-6.3%
NVTS vs ECL
+33.3%
-39.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +9.7% | -0.8% | +10.5% | +10.4% |
| 30D | -13.6% | -2.5% | -11.1% | -12.2% |
| 3M | -51.0% | +8.3% | -59.3% | -55.5% |
| 6M | +46.3% | -1.1% | +47.4% | +43.1% |
| YTD | +68.1% | +6.5% | +61.6% | +52.1% |
| 1Y | +113.9% | +2.1% | +111.8% | +101.2% |
| 3Y | +45.3% | +57.6% | -12.3% | -14.9% |
| All | -6.3% | +33.3% | -39.6% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling