-10.8%
NVTS vs ESI
+27.8%
-38.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.6% | +13.6% | +14.0% |
| 7D | -0.3% | -6.6% | +6.2% | +7.0% |
| 30D | -24.4% | -10.9% | -13.5% | -14.0% |
| 3M | -26.5% | -13.8% | -12.7% | -13.3% |
| 6M | -41.4% | -21.5% | -19.8% | -21.4% |
| YTD | +30.7% | +34.7% | -4.0% | +2.7% |
| 1Y | -10.8% | +24.9% | -35.7% | -26.7% |
| All | -10.8% | +27.8% | -38.6% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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