-2.3%
NVTS vs PL
+7.9%
-10.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | +9.6% | +5.6% | +4.0% | +6.5% |
| 30D | -13.0% | -16.9% | +4.0% | -4.2% |
| 3M | -28.8% | -38.2% | +9.4% | -9.8% |
| 6M | -48.5% | -63.4% | +15.0% | -18.3% |
| YTD | +31.4% | -27.6% | +59.0% | +63.7% |
| 1Y | -2.3% | +6.6% | -8.9% | +14.2% |
| All | -2.3% | +7.9% | -10.2% | +14.2% |
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 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