+48.9%
NVTS vs ED
+50.2%
-1.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.8% | -4.5% |
| 7D | +3.9% | +2.1% | +1.9% | +7.1% |
| 30D | -4.3% | +10.4% | -14.7% | +10.9% |
| 3M | -34.5% | +12.5% | -47.0% | -21.8% |
| 6M | -57.7% | +14.9% | -72.6% | -46.7% |
| YTD | +25.4% | +24.8% | +0.5% | +76.8% |
| 1Y | +13.1% | +23.8% | -10.7% | +59.3% |
| 3Y | +48.9% | +51.6% | -2.7% | +83.3% |
| All | +48.9% | +50.2% | -1.2% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling