-9.4%
NVTS vs EL
-66.1%
+56.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.5% | -1.7% |
| 7D | +3.5% | -2.4% | +5.8% | +4.9% |
| 30D | -11.9% | +13.7% | -25.6% | -19.1% |
| 3M | -49.2% | +14.5% | -63.7% | -53.5% |
| 6M | +38.4% | +7.4% | +31.0% | +28.0% |
| YTD | +62.5% | -4.7% | +67.2% | +57.7% |
| 1Y | +101.4% | +12.9% | +88.5% | +77.1% |
| 3Y | +40.4% | -32.2% | +72.7% | +50.6% |
| All | -9.4% | -66.1% | +56.7% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling