-30.1%
NVTS vs ESI
+57.9%
-88.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -5.5% |
| 7D | +3.9% | +5.5% | -1.6% | -1.9% |
| 30D | -4.3% | -7.8% | +3.4% | +6.6% |
| 3M | -34.5% | -15.0% | -19.5% | -19.3% |
| 6M | -57.7% | -24.9% | -32.8% | -38.9% |
| YTD | +25.4% | +33.2% | -7.9% | -8.6% |
| 1Y | +13.1% | +24.9% | -11.8% | -11.6% |
| 3Y | +48.9% | +77.8% | -28.8% | -24.0% |
| 5Y | -51.8% | +37.1% | -88.9% | -67.7% |
| All | -30.1% | +57.9% | -88.0% | -57.2% |
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