-48.5%
NVTS vs MET
+85.7%
-134.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.0% | -4.3% |
| 7D | +21.6% | +2.1% | +19.5% | +19.9% |
| 30D | -8.5% | +1.8% | -10.3% | -9.3% |
| 3M | -31.4% | +6.0% | -37.4% | -34.3% |
| 6M | -50.3% | +31.1% | -81.5% | -60.5% |
| YTD | +33.9% | +32.6% | +1.3% | +4.6% |
| 1Y | +10.6% | +30.5% | -19.8% | -12.4% |
| 3Y | +52.7% | +83.6% | -30.8% | -13.1% |
| 5Y | -48.5% | +84.2% | -132.7% | -70.3% |
| All | -48.5% | +85.7% | -134.1% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 5y: compounded portfolio wealth divided by compounded MET 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…
5y analysis · Full analysis span regression · 6 months rolling