-9.1%
NVTS vs EFX
-35.8%
+26.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | -1.4% | -4.5% | +3.1% | +0.8% |
| 30D | -16.5% | -6.1% | -10.4% | -15.0% |
| 3M | -47.6% | +6.2% | -53.8% | -52.0% |
| 6M | +7.3% | -11.2% | +18.5% | +6.6% |
| YTD | +62.9% | -21.4% | +84.3% | +71.8% |
| 1Y | +91.3% | -34.3% | +125.6% | +129.8% |
| 3Y | +43.4% | -12.5% | +55.9% | +27.6% |
| All | -9.1% | -35.8% | +26.7% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling