-2.3%
NVTS vs FE
+6.0%
-8.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.8% | +9.0% |
| 7D | +9.6% | -0.5% | +10.1% | +9.1% |
| 30D | -13.0% | +4.3% | -17.3% | -9.9% |
| 3M | -28.8% | +0.4% | -29.2% | -28.1% |
| 6M | -48.5% | +6.9% | -55.4% | -46.5% |
| YTD | +31.4% | +8.0% | +23.4% | +25.1% |
| 1Y | -2.3% | +4.8% | -7.1% | -1.6% |
| All | -2.3% | +6.0% | -8.3% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling