-7.8%
NVTS vs ES
-0.3%
-7.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.3% |
| 7D | +2.7% | +0.3% | +2.4% | +2.7% |
| 30D | -4.5% | -2.0% | -2.5% | -4.3% |
| 3M | -61.5% | +1.7% | -63.2% | -61.7% |
| 6M | +28.0% | -3.5% | +31.5% | +28.0% |
| YTD | +65.3% | +7.9% | +57.4% | +62.9% |
| 1Y | +113.0% | +17.2% | +95.8% | +106.7% |
| 3Y | +34.7% | +29.3% | +5.4% | +23.3% |
| All | -7.8% | -0.3% | -7.5% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling