-57.7%
NVTS vs M
+29.3%
-87.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +8.1% | +3.2% | +6.1% |
| 7D | +20.8% | +2.5% | +18.3% | +19.5% |
| 30D | -11.1% | +10.1% | -21.2% | -16.0% |
| 3M | -31.0% | -0.9% | -30.1% | -30.1% |
| All | -57.7% | +29.3% | -87.0% | -73.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling