-10.8%
NVTS vs ES
-1.6%
-9.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.1% | +6.9% | +9.6% |
| 7D | -0.3% | +5.3% | -5.6% | +1.2% |
| 30D | -24.4% | +8.9% | -33.3% | -22.5% |
| 3M | -26.5% | -1.9% | -24.5% | -26.2% |
| 6M | -41.4% | +3.9% | -45.3% | -41.2% |
| YTD | +30.7% | +8.3% | +22.4% | +30.5% |
| 1Y | -10.8% | -0.1% | -10.7% | -10.9% |
| All | -10.8% | -1.6% | -9.2% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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