-9.1%
NVTS vs EVRG
+56.1%
-65.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -16.5% | -1.2% | -15.3% | -16.4% |
| 3M | -47.6% | -0.6% | -47.0% | -47.8% |
| 6M | +7.3% | +2.4% | +4.9% | +6.6% |
| YTD | +62.9% | +15.5% | +47.4% | +58.6% |
| 1Y | +91.3% | +16.8% | +74.5% | +86.8% |
| 3Y | +43.4% | +75.0% | -31.6% | +29.1% |
| All | -9.1% | +56.1% | -65.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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