-9.4%
NVTS vs ED
+72.7%
-82.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.8% |
| 7D | +3.5% | -0.2% | +3.6% | +3.4% |
| 30D | -11.9% | +1.9% | -13.9% | -10.6% |
| 3M | -49.2% | +1.9% | -51.1% | -47.9% |
| 6M | +38.4% | -2.3% | +40.7% | +39.7% |
| YTD | +62.5% | +10.9% | +51.6% | +76.5% |
| 1Y | +101.4% | +14.5% | +86.9% | +124.0% |
| 3Y | +40.4% | +33.4% | +7.0% | +51.7% |
| All | -9.4% | +72.7% | -82.0% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling