-25.2%
NVTS vs PR
+274.1%
-299.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -1.1% | +12.3% | +11.6% |
| 7D | +20.8% | -12.4% | +33.2% | +25.7% |
| 30D | -11.1% | -6.6% | -4.6% | -9.6% |
| 3M | -31.0% | +7.5% | -38.5% | -33.3% |
| 6M | -47.4% | +10.8% | -58.1% | -49.8% |
| YTD | +34.2% | +57.0% | -22.8% | +13.6% |
| 1Y | +22.2% | +67.9% | -45.7% | +1.1% |
| 3Y | +68.4% | +87.6% | -19.2% | +30.8% |
| 5Y | -39.0% | +220.4% | -259.4% | -62.9% |
| All | -25.2% | +274.1% | -299.2% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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