+51.3%
NVTS vs FIVE
+34.5%
+16.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +9.9% | +9.8% |
| 7D | +1.5% | -0.3% | +1.8% | +2.2% |
| 30D | -23.8% | +17.7% | -41.5% | -30.3% |
| 3M | -30.6% | +4.0% | -34.5% | -32.3% |
| 6M | -48.4% | +2.6% | -51.0% | -50.2% |
| YTD | +20.6% | +27.6% | -7.0% | +1.8% |
| 1Y | -2.5% | +59.9% | -62.5% | -28.2% |
| All | +51.3% | +34.5% | +16.8% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling