-21.3%
NVTS vs PL
+43.7%
-65.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +7.1% |
| 7D | +7.9% | +13.4% | -5.4% | +3.0% |
| 30D | +0.8% | -10.2% | +11.0% | +6.1% |
| 3M | -26.0% | -39.5% | +13.5% | -8.6% |
| 6M | -55.5% | -65.7% | +10.2% | -31.2% |
| YTD | +41.0% | -27.3% | +68.3% | +58.9% |
| 1Y | +10.4% | +15.0% | -4.6% | +1.7% |
| 3Y | +60.9% | +560.8% | -500.0% | -42.5% |
| 5Y | -42.8% | +38.4% | -81.2% | -61.5% |
| All | -21.3% | +43.7% | -65.0% | -44.5% |
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