+113.0%
NVTS vs EFX
-25.2%
+138.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.4% | +12.7% | +2.7% |
| 7D | +2.7% | -8.6% | +11.3% | -2.2% |
| 30D | -4.5% | +0.1% | -4.6% | -3.9% |
| 3M | -61.5% | +3.8% | -65.4% | -59.4% |
| 6M | +28.0% | -13.5% | +41.5% | +32.6% |
| YTD | +65.3% | -17.7% | +82.9% | +76.2% |
| 1Y | +113.0% | -25.6% | +138.6% | +123.7% |
| All | +113.0% | -25.2% | +138.2% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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