-45.2%
NVTS vs S
-69.1%
+23.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.6% | +7.9% | +8.7% |
| 7D | +1.5% | -13.4% | +15.0% | +10.0% |
| 30D | -23.8% | -14.0% | -9.8% | -17.3% |
| 3M | -30.6% | +4.9% | -35.4% | -34.0% |
| 6M | -48.4% | +42.0% | -90.4% | -58.9% |
| YTD | +20.6% | +45.1% | -24.5% | -6.8% |
| 1Y | -2.5% | +33.1% | -35.6% | -21.9% |
| 3Y | +44.0% | +40.6% | +3.3% | +6.5% |
| All | -45.2% | -69.1% | +23.9% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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