-26.7%
NVTS vs P
+288.8%
-315.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.5% |
| 7D | +9.6% | -13.3% | +22.9% | +20.4% |
| 30D | -13.0% | -34.0% | +21.0% | +14.3% |
| 3M | -28.8% | +4.1% | -32.9% | -31.8% |
| 6M | -48.5% | +30.5% | -78.9% | -57.0% |
| YTD | +31.4% | +52.2% | -20.8% | +1.0% |
| 1Y | -2.3% | +10.3% | -12.6% | -13.7% |
| 3Y | +49.8% | +180.9% | -131.0% | -39.7% |
| 5Y | -43.2% | +259.7% | -302.9% | -79.6% |
| All | -26.7% | +288.8% | -315.5% | -73.0% |
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