+68.4%
NVTS vs M
+142.9%
-74.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +8.1% | +3.2% | +7.0% |
| 7D | +20.8% | +2.5% | +18.3% | +19.7% |
| 30D | -11.1% | +10.1% | -21.2% | -15.5% |
| 3M | -31.0% | -0.9% | -30.1% | -31.0% |
| 6M | -47.4% | +30.2% | -77.5% | -54.6% |
| YTD | +34.2% | +16.3% | +17.9% | +21.5% |
| 1Y | +22.2% | +27.0% | -4.8% | +4.6% |
| 3Y | +68.4% | +154.5% | -86.1% | -3.4% |
| All | +68.4% | +142.9% | -74.5% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling