-10.8%
NVTS vs PL
-0.6%
-10.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.4% | +15.4% | +12.2% |
| 7D | -0.3% | -11.7% | +11.4% | +6.1% |
| 30D | -24.4% | -27.1% | +2.7% | -11.3% |
| 3M | -26.5% | -44.6% | +18.1% | -1.2% |
| 6M | -41.4% | -67.2% | +25.8% | -1.4% |
| YTD | +30.7% | -35.9% | +66.5% | +69.8% |
| 1Y | -10.8% | -0.4% | -10.4% | -0.7% |
| All | -10.8% | -0.6% | -10.2% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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