-6.3%
NVTS vs P
+285.6%
-291.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.6% |
| 7D | +9.7% | +7.8% | +1.8% | +4.3% |
| 30D | -13.6% | +12.3% | -25.9% | -21.6% |
| 3M | -51.0% | +37.1% | -88.1% | -60.4% |
| 6M | +46.3% | +66.1% | -19.7% | +7.6% |
| YTD | +68.1% | +50.9% | +17.1% | +30.5% |
| 1Y | +113.9% | +27.2% | +86.7% | +75.9% |
| 3Y | +45.3% | +158.7% | -113.4% | -37.0% |
| All | -6.3% | +285.6% | -291.8% | -65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling