+105.7%
NVTS vs ED
+14.4%
+91.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -4.6% |
| 7D | +3.5% | -0.2% | +3.6% | +3.2% |
| 30D | -11.9% | +1.9% | -13.9% | -8.5% |
| 3M | -49.2% | +1.9% | -51.1% | -46.3% |
| 6M | +38.4% | -2.3% | +40.7% | +41.2% |
| YTD | +62.5% | +10.9% | +51.6% | +101.6% |
| All | +105.7% | +14.4% | +91.3% | +178.8% |
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