+113.0%
NVTS vs FIVE
+66.7%
+46.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.1% | +1.2% | +3.8% |
| 7D | +2.7% | +4.3% | -1.6% | +0.7% |
| 30D | -4.5% | +12.5% | -17.0% | -10.0% |
| 3M | -61.5% | +31.2% | -92.8% | -66.2% |
| 6M | +28.0% | +14.4% | +13.6% | +16.8% |
| YTD | +65.3% | +33.9% | +31.4% | +32.8% |
| 1Y | +113.0% | +65.1% | +47.9% | +40.7% |
| All | +113.0% | +66.7% | +46.3% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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