+113.0%
NVTS vs EOSE
-49.1%
+162.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.9% | -4.6% | +1.4% |
| 7D | +2.7% | +19.0% | -16.3% | -5.8% |
| 30D | -4.5% | +1.6% | -6.0% | -6.2% |
| 3M | -61.5% | -52.0% | -9.5% | -47.9% |
| 6M | +28.0% | -42.5% | +70.5% | +55.2% |
| YTD | +65.3% | -66.1% | +131.4% | +141.8% |
| 1Y | +113.0% | -47.1% | +160.1% | +142.1% |
| All | +113.0% | -49.1% | +162.1% | +142.1% |
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