+43.4%
NVTS vs EQX
+168.9%
-125.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.8% |
| 7D | -1.4% | -3.2% | +1.8% | -0.5% |
| 30D | -16.5% | +7.8% | -24.3% | -18.5% |
| 3M | -47.6% | +21.3% | -69.0% | -50.6% |
| 6M | +7.3% | -22.4% | +29.7% | +11.5% |
| YTD | +62.9% | -11.3% | +74.2% | +63.5% |
| 1Y | +91.3% | +13.5% | +77.8% | +83.9% |
| 3Y | +43.4% | +162.1% | -118.7% | +18.1% |
| All | +43.4% | +168.9% | -125.5% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling