-21.3%
NVTS vs ED
+91.5%
-112.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.4% | +7.3% |
| 7D | +7.9% | -0.9% | +8.9% | +7.5% |
| 30D | +0.8% | +11.2% | -10.4% | +9.7% |
| 3M | -26.0% | +11.8% | -37.7% | -19.0% |
| 6M | -55.5% | +14.1% | -69.6% | -49.9% |
| YTD | +41.0% | +23.0% | +18.1% | +66.4% |
| 1Y | +10.4% | +23.7% | -13.2% | +31.2% |
| 3Y | +60.9% | +47.7% | +13.1% | +88.6% |
| 5Y | -42.8% | +82.6% | -125.4% | -32.2% |
| All | -21.3% | +91.5% | -112.8% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling