-26.7%
NVTS vs FE
+55.5%
-82.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.8% | +9.0% |
| 7D | +9.6% | -0.5% | +10.1% | +9.5% |
| 30D | -13.0% | +4.3% | -17.3% | -12.7% |
| 3M | -28.8% | +0.4% | -29.2% | -28.7% |
| 6M | -48.5% | +6.9% | -55.4% | -48.4% |
| YTD | +31.4% | +8.0% | +23.4% | +30.8% |
| 1Y | -2.3% | +4.8% | -7.1% | -2.5% |
| 3Y | +49.8% | +49.0% | +0.9% | +38.5% |
| 5Y | -43.2% | +46.2% | -89.4% | -45.3% |
| All | -26.7% | +55.5% | -82.2% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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