+28.0%
NVTS vs ESI
+7.2%
+20.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.4% | +2.8% |
| 7D | +2.7% | +3.3% | -0.6% | -1.1% |
| 30D | -4.5% | -5.9% | +1.4% | +2.9% |
| 3M | -61.5% | -14.1% | -47.4% | -53.5% |
| 6M | +28.0% | +6.6% | +21.4% | +31.4% |
| All | +28.0% | +7.2% | +20.8% | +31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling