-27.6%
NVTS vs Q
+80.0%
-107.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.0% | +4.6% |
| 7D | +7.9% | +6.6% | +1.4% | +1.7% |
| 30D | +0.8% | +2.7% | -1.9% | -0.7% |
| 3M | -26.0% | -8.4% | -17.6% | -17.2% |
| 6M | -55.5% | -17.3% | -38.2% | -44.3% |
| YTD | +41.0% | +55.3% | -14.3% | -4.2% |
| 1Y | +10.4% | +31.5% | -21.0% | -14.7% |
| All | -27.6% | +80.0% | -107.6% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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