+91.3%
NVTS vs EFV
+27.7%
+63.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +1.6% |
| 7D | -1.4% | -0.8% | -0.6% | +0.7% |
| 30D | -16.5% | +0.6% | -17.1% | -17.9% |
| 3M | -47.6% | +7.5% | -55.2% | -55.7% |
| 6M | +7.3% | +13.0% | -5.7% | -18.7% |
| YTD | +62.9% | +18.3% | +44.6% | +10.8% |
| 1Y | +91.3% | +26.7% | +64.5% | +4.6% |
| All | +91.3% | +27.7% | +63.6% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling