-6.3%
NVTS vs ELV
+7.6%
-13.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.6% |
| 7D | +9.7% | -0.3% | +10.0% | +9.7% |
| 30D | -13.6% | +2.0% | -15.6% | -13.4% |
| 3M | -51.0% | -3.5% | -47.5% | -51.1% |
| 6M | +46.3% | +40.2% | +6.1% | +50.3% |
| YTD | +68.1% | +15.8% | +52.2% | +68.5% |
| 1Y | +113.9% | +33.2% | +80.7% | +120.9% |
| 3Y | +45.3% | -6.2% | +51.5% | +46.8% |
| All | -6.3% | +7.6% | -13.9% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling