-6.3%
NVTS vs EFX
-34.8%
+28.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +3.2% |
| 7D | +9.7% | -7.8% | +17.5% | +13.6% |
| 30D | -13.6% | -5.7% | -7.9% | -12.1% |
| 3M | -51.0% | +2.5% | -53.5% | -54.1% |
| 6M | +46.3% | -16.7% | +63.0% | +51.9% |
| YTD | +68.1% | -20.2% | +88.3% | +75.9% |
| 1Y | +113.9% | -31.4% | +145.3% | +149.1% |
| 3Y | +45.3% | -10.5% | +55.8% | +27.3% |
| All | -6.3% | -34.8% | +28.6% | +1.9% |
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