-55.6%
NVTS vs ED
+85.1%
-140.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.8% | -5.3% |
| 7D | +3.9% | +2.1% | +1.9% | +5.7% |
| 30D | -4.3% | +10.4% | -14.7% | +3.9% |
| 3M | -34.5% | +12.5% | -47.0% | -27.7% |
| 6M | -57.7% | +14.9% | -72.6% | -51.9% |
| YTD | +25.4% | +24.8% | +0.5% | +50.5% |
| 1Y | +13.1% | +23.8% | -10.7% | +35.8% |
| 3Y | +48.9% | +51.6% | -2.7% | +78.4% |
| All | -55.6% | +85.1% | -140.7% | -41.8% |
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 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