-6.3%
NVTS vs EFV
+97.5%
-103.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +3.1% |
| 7D | +9.7% | +1.0% | +8.7% | +7.5% |
| 30D | -13.6% | +0.2% | -13.8% | -13.9% |
| 3M | -51.0% | +9.6% | -60.6% | -58.7% |
| 6M | +46.3% | +14.0% | +32.3% | +16.0% |
| YTD | +68.1% | +18.5% | +49.6% | +25.4% |
| 1Y | +113.9% | +27.9% | +86.0% | +38.6% |
| 3Y | +45.3% | +92.4% | -47.2% | -55.9% |
| All | -6.3% | +97.5% | -103.8% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling