+97.7%
NVTS vs ESI
+34.0%
+63.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.6% | +1.3% |
| 7D | +0.5% | -2.3% | +2.8% | +3.3% |
| 30D | -18.0% | -9.0% | -9.0% | -8.3% |
| 3M | -45.6% | -13.3% | -32.4% | -35.8% |
| 6M | +28.5% | +5.3% | +23.2% | +29.4% |
| YTD | +56.2% | +37.6% | +18.5% | +10.9% |
| 1Y | +97.7% | +33.6% | +64.1% | +42.3% |
| All | +97.7% | +34.0% | +63.7% | +42.3% |
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