+113.9%
NVTS vs FIVE
+65.4%
+48.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +9.7% | +3.7% | +6.0% | +7.8% |
| 30D | -13.6% | +4.0% | -17.6% | -15.5% |
| 3M | -51.0% | +36.2% | -87.2% | -57.8% |
| 6M | +46.3% | +18.0% | +28.3% | +30.0% |
| YTD | +68.1% | +34.9% | +33.2% | +34.5% |
| 1Y | +113.9% | +67.9% | +46.0% | +40.9% |
| All | +113.9% | +65.4% | +48.5% | +40.9% |
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