-25.2%
NVTS vs PL
+44.0%
-69.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +14.5% | -3.2% | +5.1% |
| 7D | +20.8% | +10.9% | +9.9% | +16.0% |
| 30D | -11.1% | -16.4% | +5.2% | -3.6% |
| 3M | -31.0% | -39.9% | +8.9% | -14.6% |
| 6M | -47.4% | -63.2% | +15.8% | -20.5% |
| YTD | +34.2% | -27.1% | +61.3% | +51.1% |
| 1Y | +22.2% | +12.2% | +10.0% | +14.0% |
| 3Y | +68.4% | +584.3% | -515.9% | -40.7% |
| 5Y | -39.0% | +37.0% | -76.0% | -59.6% |
| All | -25.2% | +44.0% | -69.1% | -47.2% |
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