-10.8%
NVTS vs EIX
+18.9%
-29.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.1% | +5.9% | +8.9% |
| 7D | -0.3% | +4.5% | -4.8% | -0.4% |
| 30D | -24.4% | +15.2% | -39.6% | -24.5% |
| 3M | -26.5% | -11.6% | -14.9% | -25.8% |
| 6M | -41.4% | -8.4% | -33.0% | -42.9% |
| YTD | +30.7% | +8.2% | +22.5% | +29.4% |
| 1Y | -10.8% | +16.6% | -27.4% | -11.8% |
| All | -10.8% | +18.9% | -29.7% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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