-7.8%
NVTS vs MET
+73.3%
-81.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +7.5% |
| 7D | +2.7% | +1.2% | +1.5% | +1.7% |
| 30D | -4.5% | +1.4% | -5.9% | -6.0% |
| 3M | -61.5% | +17.7% | -79.2% | -66.7% |
| 6M | +28.0% | +35.0% | -7.0% | -1.2% |
| YTD | +65.3% | +26.3% | +39.0% | +33.7% |
| 1Y | +113.0% | +22.8% | +90.2% | +76.0% |
| 3Y | +34.7% | +65.9% | -31.2% | -16.3% |
| All | -7.8% | +73.3% | -81.1% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling