-9.1%
NVTS vs ESI
+63.9%
-73.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +3.7% |
| 7D | -1.4% | -4.6% | +3.2% | +4.2% |
| 30D | -16.5% | -10.5% | -6.0% | -4.4% |
| 3M | -47.6% | -19.8% | -27.8% | -31.7% |
| 6M | +7.3% | +5.8% | +1.5% | +2.8% |
| YTD | +62.9% | +38.3% | +24.6% | +12.3% |
| 1Y | +91.3% | +31.5% | +59.8% | +39.4% |
| 3Y | +43.4% | +80.7% | -37.3% | -28.9% |
| All | -9.1% | +63.9% | -73.0% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling