+43.4%
NVTS vs MKTX
-25.3%
+68.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -16.5% | +0.7% | -17.2% | -16.5% |
| 3M | -47.6% | +40.8% | -88.4% | -46.3% |
| 6M | +7.3% | -8.0% | +15.3% | +4.1% |
| YTD | +62.9% | -8.7% | +71.6% | +58.1% |
| 1Y | +91.3% | -11.8% | +103.1% | +86.5% |
| 3Y | +43.4% | -24.0% | +67.4% | +45.9% |
| All | +43.4% | -25.3% | +68.7% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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