+43.0%
NVTS vs ESI
+81.4%
-38.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.0% |
| 7D | +3.5% | +3.9% | -0.4% | -0.9% |
| 30D | -11.9% | -3.8% | -8.1% | -7.5% |
| 3M | -49.2% | -13.1% | -36.1% | -39.9% |
| 6M | +38.4% | +11.3% | +27.1% | +26.8% |
| YTD | +62.5% | +44.1% | +18.4% | +9.4% |
| 1Y | +101.4% | +40.3% | +61.1% | +39.5% |
| All | +43.0% | +81.4% | -38.3% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling