-12.9%
NVTS vs EIX
+23.0%
-35.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.5% |
| 7D | +0.5% | +0.8% | -0.3% | +0.2% |
| 30D | -18.0% | -18.8% | +0.8% | -13.5% |
| 3M | -45.6% | -19.7% | -25.9% | -43.0% |
| 6M | +28.5% | -18.2% | +46.7% | +33.5% |
| YTD | +56.2% | -1.7% | +57.9% | +48.1% |
| 1Y | +97.7% | +7.8% | +89.9% | +79.0% |
| 3Y | +35.0% | -5.6% | +40.6% | +27.9% |
| All | -12.9% | +23.0% | -35.9% | -11.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling