+91.3%
NVTS vs EQX
+17.2%
+74.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.5% |
| 7D | -1.4% | -3.2% | +1.8% | +0.2% |
| 30D | -16.5% | +7.8% | -24.3% | -20.2% |
| 3M | -47.6% | +21.3% | -69.0% | -53.1% |
| 6M | +7.3% | -22.4% | +29.7% | +14.7% |
| YTD | +62.9% | -11.3% | +74.2% | +57.1% |
| 1Y | +91.3% | +13.5% | +77.8% | +66.0% |
| All | +91.3% | +17.2% | +74.0% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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