-9.1%
NVTS vs ELV
+12.6%
-21.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.4% |
| 7D | -1.4% | +3.2% | -4.6% | -1.1% |
| 30D | -16.5% | +5.4% | -21.9% | -16.0% |
| 3M | -47.6% | +5.4% | -53.0% | -47.3% |
| 6M | +7.3% | +45.7% | -38.4% | +10.7% |
| YTD | +62.9% | +21.2% | +41.7% | +64.1% |
| 1Y | +91.3% | +35.6% | +55.7% | +97.5% |
| 3Y | +43.4% | -2.0% | +45.4% | +45.5% |
| All | -9.1% | +12.6% | -21.8% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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