-25.3%
NVTS vs ED
+91.7%
-117.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.2% | -5.0% |
| 7D | +21.6% | -1.7% | +23.3% | +20.3% |
| 30D | -8.5% | +10.7% | -19.2% | -0.7% |
| 3M | -31.4% | +11.6% | -43.0% | -25.0% |
| 6M | -50.3% | +13.5% | -63.8% | -44.3% |
| YTD | +33.9% | +23.1% | +10.8% | +58.2% |
| 1Y | +10.6% | +23.1% | -12.4% | +31.2% |
| 3Y | +52.7% | +47.9% | +4.8% | +79.2% |
| 5Y | -48.5% | +83.9% | -132.4% | -39.2% |
| All | -25.3% | +91.7% | -117.0% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling