-32.7%
NVTS vs ES
-0.9%
-31.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.9% | +12.4% | +9.6% |
| 7D | +1.5% | +1.9% | -0.3% | +1.4% |
| 30D | -23.8% | +7.1% | -30.9% | -24.2% |
| 3M | -30.6% | -1.9% | -28.6% | -30.5% |
| 6M | -48.4% | +4.4% | -52.7% | -48.8% |
| YTD | +20.6% | +7.3% | +13.3% | +18.9% |
| 1Y | -2.5% | +2.1% | -4.7% | -3.6% |
| 3Y | +44.0% | +41.8% | +2.1% | +30.1% |
| 5Y | -42.6% | +1.4% | -44.1% | -42.5% |
| All | -32.7% | -0.9% | -31.9% | -32.3% |
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