-7.8%
NVTS vs P
+279.4%
-287.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +5.4% |
| 7D | +2.7% | +6.5% | -3.8% | -1.7% |
| 30D | -4.5% | +18.8% | -23.3% | -16.3% |
| 3M | -61.5% | +26.7% | -88.3% | -67.1% |
| 6M | +28.0% | +62.2% | -34.2% | -4.5% |
| YTD | +65.3% | +48.5% | +16.8% | +29.6% |
| 1Y | +113.0% | +26.4% | +86.6% | +76.0% |
| 3Y | +34.7% | +159.4% | -124.7% | -42.0% |
| All | -7.8% | +279.4% | -287.2% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling