-10.8%
NVTS vs ED
+27.1%
-37.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.0% | +6.0% | +14.5% |
| 7D | -0.3% | +5.4% | -5.7% | +10.0% |
| 30D | -24.4% | +16.4% | -40.8% | +1.9% |
| 3M | -26.5% | +11.9% | -38.4% | -8.6% |
| 6M | -41.4% | +11.6% | -53.0% | -24.0% |
| YTD | +30.7% | +24.1% | +6.6% | +112.8% |
| 1Y | -10.8% | +26.9% | -37.7% | +53.7% |
| All | -10.8% | +27.1% | -37.9% | +53.7% |
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