-7.8%
NVTS vs PL
+81.6%
-89.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.8% |
| 7D | +2.7% | -9.3% | +12.0% | +6.7% |
| 30D | -4.5% | -18.9% | +14.5% | +4.4% |
| 3M | -61.5% | -58.4% | -3.2% | -45.0% |
| 6M | +28.0% | -30.3% | +58.3% | +45.0% |
| YTD | +65.3% | -8.1% | +73.4% | +68.5% |
| 1Y | +113.0% | +180.5% | -67.5% | +31.9% |
| 3Y | +34.7% | +444.1% | -409.4% | -47.6% |
| All | -7.8% | +81.6% | -89.4% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling