-2.5%
NVTS vs PL
-3.5%
+1.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.4% | -0.8% | +4.1% |
| 7D | +1.5% | -6.8% | +8.4% | +5.6% |
| 30D | -23.8% | -29.3% | +5.5% | -8.6% |
| 3M | -30.6% | -44.8% | +14.2% | -6.1% |
| 6M | -48.4% | -68.4% | +20.0% | -11.4% |
| YTD | +20.6% | -36.4% | +56.9% | +59.7% |
| 1Y | -2.5% | +0.7% | -3.3% | +10.1% |
| All | -2.5% | -3.5% | +1.0% | +10.1% |
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