-7.8%
NVTS vs ECL
+33.9%
-41.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.2% |
| 7D | +2.7% | -2.6% | +5.3% | +4.9% |
| 30D | -4.5% | -2.2% | -2.3% | -3.1% |
| 3M | -61.5% | +10.1% | -71.6% | -65.7% |
| 6M | +28.0% | -5.7% | +33.7% | +31.2% |
| YTD | +65.3% | +7.0% | +58.3% | +49.0% |
| 1Y | +113.0% | +2.7% | +110.3% | +99.3% |
| 3Y | +34.7% | +57.7% | -23.0% | -21.1% |
| All | -7.8% | +33.9% | -41.7% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling