-12.9%
NVTS vs EFV
+95.2%
-108.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.3% |
| 7D | +0.5% | -2.0% | +2.4% | +4.5% |
| 30D | -18.0% | -0.2% | -17.8% | -17.7% |
| 3M | -45.6% | +9.1% | -54.7% | -53.8% |
| 6M | +28.5% | +11.7% | +16.8% | +6.0% |
| YTD | +56.2% | +17.0% | +39.1% | +19.4% |
| 1Y | +97.7% | +26.7% | +71.0% | +30.6% |
| 3Y | +35.0% | +90.2% | -55.2% | -58.0% |
| All | -12.9% | +95.2% | -108.0% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling