-48.5%
NVTS vs EIX
+17.2%
-65.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.2% | -5.1% |
| 7D | +21.6% | -1.5% | +23.1% | +22.2% |
| 30D | -8.5% | +8.1% | -16.6% | -10.9% |
| 3M | -31.4% | -12.1% | -19.2% | -29.6% |
| 6M | -50.3% | -13.4% | -36.9% | -49.5% |
| YTD | +33.9% | +5.6% | +28.3% | +23.6% |
| 1Y | +10.6% | +7.8% | +2.8% | +1.0% |
| 3Y | +52.7% | +9.8% | +42.9% | +35.2% |
| 5Y | -48.5% | +18.8% | -67.3% | -55.7% |
| All | -48.5% | +17.2% | -65.7% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling