+113.0%
NVTS vs ED
+12.4%
+100.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +3.9% |
| 7D | +2.7% | -0.2% | +2.9% | +2.6% |
| 30D | -4.5% | -0.1% | -4.3% | -4.5% |
| 3M | -61.5% | +3.9% | -65.5% | -57.9% |
| 6M | +28.0% | -3.0% | +31.0% | +29.3% |
| YTD | +65.3% | +10.7% | +54.6% | +103.3% |
| 1Y | +113.0% | +13.3% | +99.7% | +181.9% |
| All | +113.0% | +12.4% | +100.6% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling