-10.8%
NVTS vs EOSE
-85.5%
+74.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +12.6% | -3.6% | +3.4% |
| 7D | -0.3% | +9.7% | -10.1% | -4.2% |
| 30D | -24.4% | -34.6% | +10.2% | -10.3% |
| 3M | -26.5% | -50.8% | +24.3% | -3.2% |
| 6M | -41.4% | -66.5% | +25.1% | -10.3% |
| YTD | +30.7% | -81.3% | +112.0% | +143.6% |
| 1Y | -10.8% | -84.8% | +74.0% | +75.4% |
| All | -10.8% | -85.5% | +74.7% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling