-25.3%
NVTS vs P
+319.7%
-345.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.4% | -8.4% | -7.3% |
| 7D | +21.6% | +17.8% | +3.8% | +9.6% |
| 30D | -8.5% | -29.9% | +21.3% | +15.4% |
| 3M | -31.4% | -1.2% | -30.2% | -31.8% |
| 6M | -50.3% | +32.1% | -82.5% | -59.5% |
| YTD | +33.9% | +64.3% | -30.4% | -2.1% |
| 1Y | +10.6% | +24.3% | -13.6% | -9.5% |
| 3Y | +52.7% | +203.2% | -150.5% | -41.5% |
| 5Y | -48.5% | +290.4% | -338.9% | -82.4% |
| All | -25.3% | +319.7% | -345.1% | -73.8% |
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 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