-30.1%
NVTS vs PL
+38.4%
-68.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.7% | -6.1% |
| 7D | +3.9% | +10.0% | -6.1% | 0.0% |
| 30D | -4.3% | -2.3% | -2.1% | -2.6% |
| 3M | -34.5% | -44.2% | +9.7% | -16.3% |
| 6M | -57.7% | -66.1% | +8.4% | -34.3% |
| YTD | +25.4% | -30.0% | +55.3% | +43.6% |
| 1Y | +13.1% | +21.0% | -7.9% | +2.3% |
| 3Y | +48.9% | +516.5% | -467.6% | -45.0% |
| 5Y | -51.8% | +32.0% | -83.8% | -67.4% |
| All | -30.1% | +38.4% | -68.5% | -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