-7.8%
NVTS vs FE
+54.9%
-62.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.3% |
| 7D | +2.7% | +1.9% | +0.8% | +2.8% |
| 30D | -4.5% | -1.2% | -3.3% | -4.5% |
| 3M | -61.5% | +3.5% | -65.0% | -61.6% |
| 6M | +28.0% | -6.1% | +34.0% | +28.3% |
| YTD | +65.3% | +7.6% | +57.7% | +64.3% |
| 1Y | +113.0% | +11.9% | +101.1% | +111.9% |
| 3Y | +34.7% | +48.4% | -13.7% | +24.6% |
| All | -7.8% | +54.9% | -62.7% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling