-6.3%
NVTS vs ES
+0.3%
-6.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | +9.7% | +1.4% | +8.3% | +9.6% |
| 30D | -13.6% | -1.2% | -12.4% | -13.5% |
| 3M | -51.0% | +5.0% | -56.0% | -51.4% |
| 6M | +46.3% | -2.8% | +49.2% | +46.3% |
| YTD | +68.1% | +8.6% | +59.5% | +65.6% |
| 1Y | +113.9% | +18.9% | +95.0% | +107.2% |
| 3Y | +45.3% | +32.1% | +13.1% | +32.6% |
| All | -6.3% | +0.3% | -6.5% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling