+113.9%
NVTS vs P
+26.4%
+87.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.5% |
| 7D | +9.7% | +7.8% | +1.8% | +3.4% |
| 30D | -13.6% | +12.3% | -25.9% | -23.4% |
| 3M | -51.0% | +37.1% | -88.1% | -62.6% |
| 6M | +46.3% | +66.1% | -19.7% | +1.4% |
| YTD | +68.1% | +50.9% | +17.1% | +22.1% |
| 1Y | +113.9% | +27.2% | +86.7% | +61.4% |
| All | +113.9% | +26.4% | +87.5% | +61.4% |
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