-9.4%
NVTS vs ESI
+70.8%
-80.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -1.9% |
| 7D | +3.5% | +3.9% | -0.4% | -1.0% |
| 30D | -11.9% | -3.8% | -8.1% | -7.4% |
| 3M | -49.2% | -13.1% | -36.1% | -39.6% |
| 6M | +38.4% | +11.3% | +27.1% | +25.0% |
| YTD | +62.5% | +44.1% | +18.4% | +6.8% |
| 1Y | +101.4% | +40.3% | +61.1% | +36.1% |
| 3Y | +40.4% | +84.1% | -43.6% | -31.7% |
| All | -9.4% | +70.8% | -80.2% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling