-25.2%
NVTS vs ES
-1.4%
-23.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.5% | +11.8% | +11.3% |
| 7D | +20.8% | -0.1% | +20.9% | +20.7% |
| 30D | -11.1% | +5.7% | -16.9% | -11.5% |
| 3M | -31.0% | -2.8% | -28.2% | -30.9% |
| 6M | -47.4% | +7.0% | -54.3% | -48.0% |
| YTD | +34.2% | +6.8% | +27.4% | +32.4% |
| 1Y | +22.2% | -0.5% | +22.7% | +21.3% |
| 3Y | +68.4% | +47.2% | +21.2% | +50.9% |
| 5Y | -39.0% | +2.3% | -41.3% | -39.0% |
| All | -25.2% | -1.4% | -23.8% | -24.6% |
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