-9.1%
NVTS vs EL
-66.7%
+57.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.9% |
| 7D | -1.4% | -6.5% | +5.0% | +2.3% |
| 30D | -16.5% | +11.1% | -27.7% | -22.4% |
| 3M | -47.6% | +10.7% | -58.3% | -51.2% |
| 6M | +7.3% | +6.9% | +0.4% | -0.1% |
| YTD | +62.9% | -6.3% | +69.2% | +59.6% |
| 1Y | +91.3% | +13.5% | +77.8% | +67.7% |
| 3Y | +43.4% | -33.1% | +76.5% | +54.8% |
| All | -9.1% | -66.7% | +57.5% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling