+113.0%
NVTS vs P
+32.0%
+81.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +5.3% |
| 7D | +2.7% | +6.5% | -3.8% | -2.4% |
| 30D | -4.5% | +18.8% | -23.3% | -19.1% |
| 3M | -61.5% | +26.7% | -88.3% | -68.6% |
| 6M | +28.0% | +62.2% | -34.2% | -9.9% |
| YTD | +65.3% | +48.5% | +16.8% | +21.6% |
| 1Y | +113.0% | +26.4% | +86.6% | +64.8% |
| All | +113.0% | +32.0% | +81.0% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling