-12.9%
NVTS vs MKTX
-58.7%
+45.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | +0.5% | -0.2% | +0.6% | +0.5% |
| 30D | -18.0% | +0.8% | -18.8% | -18.2% |
| 3M | -45.6% | +41.1% | -86.7% | -51.0% |
| 6M | +28.5% | -9.5% | +38.0% | +31.2% |
| YTD | +56.2% | -8.7% | +64.8% | +58.1% |
| 1Y | +97.7% | -10.0% | +107.7% | +99.7% |
| 3Y | +35.0% | -24.6% | +59.6% | +35.5% |
| All | -12.9% | -58.7% | +45.8% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling