-7.8%
NVTS vs EIX
+23.1%
-30.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.0% |
| 7D | +2.7% | -19.1% | +21.8% | +8.8% |
| 30D | -4.5% | -16.9% | +12.5% | -0.1% |
| 3M | -61.5% | -20.0% | -41.5% | -59.7% |
| 6M | +28.0% | -21.3% | +49.3% | +35.3% |
| YTD | +65.3% | -1.7% | +67.0% | +56.7% |
| 1Y | +113.0% | +9.6% | +103.4% | +91.3% |
| 3Y | +34.7% | -3.7% | +38.4% | +26.3% |
| All | -7.8% | +23.1% | -30.9% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling