-10.8%
NVTS vs EL
+25.6%
-36.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.3% | +2.7% | +7.0% |
| 7D | -0.3% | +2.5% | -2.8% | -1.0% |
| 30D | -24.4% | +20.1% | -44.5% | -28.8% |
| 3M | -26.5% | +29.3% | -55.7% | -32.6% |
| 6M | -41.4% | +38.8% | -80.2% | -48.6% |
| YTD | +30.7% | +8.1% | +22.6% | +14.0% |
| 1Y | -10.8% | +22.3% | -33.1% | -35.9% |
| All | -10.8% | +25.6% | -36.4% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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