-7.8%
NVTS vs M
+4.6%
-12.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +5.0% |
| 7D | +2.7% | +4.7% | -2.0% | +0.5% |
| 30D | -4.5% | -9.6% | +5.2% | +0.3% |
| 3M | -61.5% | +0.9% | -62.4% | -62.0% |
| 6M | +28.0% | +22.3% | +5.7% | +15.5% |
| YTD | +65.3% | +6.5% | +58.7% | +57.5% |
| 1Y | +113.0% | +38.8% | +74.2% | +75.8% |
| 3Y | +34.7% | +115.9% | -81.2% | -17.1% |
| All | -7.8% | +4.6% | -12.5% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling