+44.0%
NVTS vs P
+175.5%
-131.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.5% | +6.0% | +7.5% |
| 7D | +1.5% | -23.8% | +25.3% | +18.8% |
| 30D | -23.8% | -36.6% | +12.8% | -0.6% |
| 3M | -30.6% | +10.9% | -41.4% | -35.6% |
| 6M | -48.4% | +30.0% | -78.4% | -55.5% |
| YTD | +20.6% | +44.4% | -23.8% | -0.1% |
| 1Y | -2.5% | +3.9% | -6.5% | -9.8% |
| 3Y | +44.0% | +176.6% | -132.6% | -15.3% |
| All | +44.0% | +175.5% | -131.5% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling