-30.1%
NVTS vs EFX
-28.6%
-1.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.7% |
| 7D | +3.9% | -0.8% | +4.7% | +4.3% |
| 30D | -4.3% | +25.1% | -29.4% | -15.2% |
| 3M | -34.5% | +1.7% | -36.1% | -36.6% |
| 6M | -57.7% | +18.4% | -76.1% | -64.3% |
| YTD | +25.4% | -12.5% | +37.9% | +23.6% |
| 1Y | +13.1% | -8.1% | +21.2% | +6.9% |
| 3Y | +48.9% | +4.8% | +44.1% | +16.1% |
| 5Y | -51.8% | -30.1% | -21.7% | -51.4% |
| All | -30.1% | -28.6% | -1.5% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling