+67.6%
NVTS vs PL
+560.8%
-493.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +7.2% |
| 7D | +7.9% | +13.4% | -5.4% | +3.2% |
| 30D | +0.8% | -10.2% | +11.0% | +5.8% |
| 3M | -26.0% | -39.5% | +13.5% | -9.7% |
| 6M | -55.5% | -65.7% | +10.2% | -33.3% |
| YTD | +41.0% | -27.3% | +68.3% | +61.0% |
| 1Y | +10.4% | +15.0% | -4.6% | +6.3% |
| All | +67.6% | +560.8% | -493.3% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling