-30.1%
NVTS vs EL
-61.7%
+31.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -7.0% |
| 7D | +3.9% | +1.5% | +2.4% | +3.1% |
| 30D | -4.3% | +10.0% | -14.3% | -8.9% |
| 3M | -34.5% | +28.4% | -62.9% | -43.9% |
| 6M | -57.7% | +37.1% | -94.8% | -65.2% |
| YTD | +25.4% | +7.8% | +17.5% | +13.4% |
| 1Y | +13.1% | +26.0% | -12.9% | -7.3% |
| 3Y | +48.9% | +3.8% | +45.1% | +22.9% |
| 5Y | -51.8% | -65.2% | +13.4% | -10.3% |
| All | -30.1% | -61.7% | +31.6% | +37.0% |
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