-55.6%
NVTS vs RF
+47.5%
-103.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.6% | -7.4% |
| 7D | +3.9% | +1.9% | +2.0% | +2.4% |
| 30D | -4.3% | +7.3% | -11.7% | -9.8% |
| 3M | -34.5% | -7.9% | -26.6% | -29.9% |
| 6M | -57.7% | +10.5% | -68.2% | -61.7% |
| YTD | +25.4% | +9.6% | +15.7% | +13.4% |
| 1Y | +13.1% | +20.3% | -7.2% | -5.7% |
| 3Y | +48.9% | +119.5% | -70.6% | -25.8% |
| All | -55.6% | +47.5% | -103.1% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling