+67.6%
NVTS vs ENB
+70.6%
-3.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.0% | +7.5% |
| 7D | +7.9% | -1.8% | +9.7% | +7.2% |
| 30D | +0.8% | +2.0% | -1.2% | +1.6% |
| 3M | -26.0% | -5.8% | -20.1% | -27.2% |
| 6M | -55.5% | -9.7% | -45.9% | -56.7% |
| YTD | +41.0% | +4.2% | +36.8% | +44.9% |
| 1Y | +10.4% | +3.2% | +7.2% | +13.2% |
| All | +67.6% | +70.6% | -3.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 3y: compounded portfolio wealth divided by compounded ENB 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…
3y analysis · Full analysis span regression · 6 months rolling