+44.0%
NVTS vs FE
+42.7%
+1.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.4% | +11.0% | +8.9% |
| 7D | +1.5% | -1.0% | +2.6% | +1.2% |
| 30D | -23.8% | +4.1% | -28.0% | -22.4% |
| 3M | -30.6% | -1.0% | -29.6% | -30.6% |
| 6M | -48.4% | +4.0% | -52.4% | -47.4% |
| YTD | +20.6% | +6.8% | +13.8% | +23.3% |
| 1Y | -2.5% | +5.3% | -7.8% | -0.3% |
| 3Y | +44.0% | +44.6% | -0.6% | +30.9% |
| All | +44.0% | +42.7% | +1.3% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling