+91.3%
NVTS vs EFX
-30.9%
+122.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.7% |
| 7D | -1.4% | -4.5% | +3.1% | -4.3% |
| 30D | -16.5% | -6.1% | -10.4% | -19.0% |
| 3M | -47.6% | +6.2% | -53.8% | -44.4% |
| 6M | +7.3% | -11.2% | +18.5% | +8.4% |
| YTD | +62.9% | -21.4% | +84.3% | +66.8% |
| 1Y | +91.3% | -34.3% | +125.6% | +68.4% |
| All | +91.3% | -30.9% | +122.2% | +68.4% |
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 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