+43.4%
NVTS vs EFV
+90.2%
-46.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +2.1% |
| 7D | -1.4% | -0.8% | -0.6% | +0.3% |
| 30D | -16.5% | +0.6% | -17.1% | -17.5% |
| 3M | -47.6% | +7.5% | -55.2% | -54.3% |
| 6M | +7.3% | +13.0% | -5.7% | -13.7% |
| YTD | +62.9% | +18.3% | +44.6% | +21.9% |
| 1Y | +91.3% | +26.7% | +64.5% | +26.7% |
| 3Y | +43.4% | +89.6% | -46.2% | -56.5% |
| All | +43.4% | +90.2% | -46.8% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling