-7.8%
NVTS vs NDAQ
+48.7%
-56.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +7.8% |
| 7D | +2.7% | -2.4% | +5.1% | +4.5% |
| 30D | -4.5% | +2.5% | -6.9% | -6.7% |
| 3M | -61.5% | +9.9% | -71.4% | -65.3% |
| 6M | +28.0% | +9.4% | +18.6% | +12.4% |
| YTD | +65.3% | +0.4% | +64.8% | +57.7% |
| 1Y | +113.0% | +4.0% | +109.0% | +94.7% |
| 3Y | +34.7% | +94.4% | -59.7% | -40.3% |
| All | -7.8% | +48.7% | -56.5% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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