+28.0%
NVTS vs FE
-5.6%
+33.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +5.7% |
| 7D | +2.7% | +1.9% | +0.8% | +4.8% |
| 30D | -4.5% | -1.2% | -3.3% | -6.0% |
| 3M | -61.5% | +3.5% | -65.0% | -60.3% |
| 6M | +28.0% | -6.1% | +34.0% | +27.8% |
| All | +28.0% | -5.6% | +33.6% | +27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling