-7.8%
NVTS vs ENB
+57.8%
-65.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.6% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -4.5% | -2.2% | -2.2% | -3.8% |
| 3M | -61.5% | -10.5% | -51.0% | -60.1% |
| 6M | +28.0% | -5.1% | +33.0% | +29.3% |
| YTD | +65.3% | +9.0% | +56.3% | +56.5% |
| 1Y | +113.0% | +8.2% | +104.8% | +101.7% |
| 3Y | +34.7% | +67.8% | -33.1% | -12.6% |
| All | -7.8% | +57.8% | -65.6% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling