-7.8%
NVTS vs EL
-64.4%
+56.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.3% | +4.7% |
| 7D | +2.7% | +0.8% | +1.9% | +2.4% |
| 30D | -4.5% | +19.8% | -24.3% | -14.7% |
| 3M | -61.5% | +25.7% | -87.2% | -66.7% |
| 6M | +28.0% | +5.4% | +22.5% | +20.1% |
| YTD | +65.3% | +0.2% | +65.1% | +56.0% |
| 1Y | +113.0% | +20.4% | +92.6% | +80.6% |
| 3Y | +34.7% | -32.1% | +66.8% | +46.0% |
| All | -7.8% | -64.4% | +56.6% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling