+43.4%
NVTS vs FRSH
-46.4%
+89.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -1.4% | -6.6% | +5.2% | +0.8% |
| 30D | -16.5% | +2.1% | -18.6% | -18.0% |
| 3M | -47.6% | +29.0% | -76.6% | -53.9% |
| 6M | +7.3% | +48.6% | -41.3% | -14.5% |
| YTD | +62.9% | -2.9% | +65.8% | +58.6% |
| 1Y | +91.3% | -7.9% | +99.2% | +91.2% |
| 3Y | +43.4% | -46.5% | +89.9% | +90.9% |
| All | +43.4% | -46.4% | +89.8% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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