+113.0%
NVTS vs M
+46.1%
+66.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +5.2% |
| 7D | +2.7% | +4.7% | -2.0% | +0.8% |
| 30D | -4.5% | -9.6% | +5.2% | -0.5% |
| 3M | -61.5% | +0.9% | -62.4% | -61.8% |
| 6M | +28.0% | +22.3% | +5.7% | +19.9% |
| YTD | +65.3% | +6.5% | +58.7% | +58.9% |
| 1Y | +113.0% | +38.8% | +74.2% | +69.3% |
| All | +113.0% | +46.1% | +66.9% | +69.3% |
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