-32.7%
NVTS vs PL
+25.8%
-58.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.4% | -0.8% | +5.2% |
| 7D | +1.5% | -6.8% | +8.4% | +4.9% |
| 30D | -23.8% | -29.3% | +5.5% | -11.4% |
| 3M | -30.6% | -44.8% | +14.2% | -10.7% |
| 6M | -48.4% | -68.4% | +20.0% | -16.9% |
| YTD | +20.6% | -36.4% | +56.9% | +43.7% |
| 1Y | -2.5% | +0.7% | -3.3% | -5.0% |
| 3Y | +44.0% | +455.3% | -411.3% | -44.5% |
| 5Y | -42.6% | +22.7% | -65.3% | -58.6% |
| All | -32.7% | +25.8% | -58.5% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling