+59.1%
NVTS vs RF
+117.2%
-58.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.7% |
| 7D | +21.6% | +0.4% | +21.3% | +21.4% |
| 30D | -8.5% | +5.6% | -14.1% | -12.4% |
| 3M | -31.4% | -8.9% | -22.5% | -25.8% |
| 6M | -50.3% | +7.1% | -57.4% | -54.0% |
| YTD | +33.9% | +8.3% | +25.6% | +21.6% |
| 1Y | +10.6% | +16.8% | -6.2% | -6.4% |
| All | +59.1% | +117.2% | -58.1% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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