-10.8%
NVTS vs M
+36.6%
-47.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +7.6% | +1.4% | +6.4% |
| 7D | -0.3% | +8.3% | -8.6% | -3.0% |
| 30D | -24.4% | +14.2% | -38.6% | -27.9% |
| 3M | -26.5% | -1.1% | -25.4% | -26.6% |
| 6M | -41.4% | +36.6% | -78.0% | -46.8% |
| YTD | +30.7% | +19.8% | +10.9% | +19.6% |
| 1Y | -10.8% | +37.2% | -48.0% | -19.2% |
| All | -10.8% | +36.6% | -47.4% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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