-9.1%
NVTS vs EOSE
-65.9%
+56.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | -1.4% | +1.8% | -3.2% | -2.0% |
| 30D | -16.5% | -6.8% | -9.7% | -15.7% |
| 3M | -47.6% | -36.3% | -11.3% | -42.2% |
| 6M | +7.3% | -38.8% | +46.0% | +17.7% |
| YTD | +62.9% | -65.5% | +128.4% | +98.0% |
| 1Y | +91.3% | -45.3% | +136.6% | +111.6% |
| 3Y | +43.4% | +44.2% | -0.8% | +15.8% |
| All | -9.1% | -65.9% | +56.7% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling