-9.4%
NVTS vs EOSE
-64.2%
+54.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.5% |
| 7D | +3.5% | +15.0% | -11.5% | 0.0% |
| 30D | -11.9% | +2.5% | -14.4% | -13.0% |
| 3M | -49.2% | -33.7% | -15.5% | -44.5% |
| 6M | +38.4% | -32.7% | +71.2% | +48.8% |
| YTD | +62.5% | -63.8% | +126.3% | +95.2% |
| 1Y | +101.4% | -40.5% | +141.9% | +119.0% |
| 3Y | +40.4% | +50.4% | -9.9% | +12.2% |
| All | -9.4% | -64.2% | +54.8% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling