-9.4%
NVTS vs FE
+53.1%
-62.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.4% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | -11.9% | -1.2% | -10.7% | -12.0% |
| 3M | -49.2% | +1.7% | -50.9% | -49.3% |
| 6M | +38.4% | -7.5% | +45.9% | +38.7% |
| YTD | +62.5% | +6.3% | +56.1% | +61.5% |
| 1Y | +101.4% | +10.9% | +90.5% | +100.2% |
| 3Y | +40.4% | +46.9% | -6.5% | +29.8% |
| All | -9.4% | +53.1% | -62.4% | -18.1% |
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