-7.8%
NVTS vs ED
+72.3%
-80.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +5.4% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -4.5% | -0.1% | -4.3% | -4.4% |
| 3M | -61.5% | +3.9% | -65.5% | -59.9% |
| 6M | +28.0% | -3.0% | +31.0% | +28.7% |
| YTD | +65.3% | +10.7% | +54.6% | +79.4% |
| 1Y | +113.0% | +13.3% | +99.7% | +135.7% |
| 3Y | +34.7% | +34.5% | +0.2% | +45.4% |
| All | -7.8% | +72.3% | -80.2% | -1.7% |
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