-6.3%
NVTS vs S
-69.2%
+62.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.9% |
| 7D | +9.7% | -5.8% | +15.5% | +13.0% |
| 30D | -13.6% | -9.2% | -4.4% | -10.6% |
| 3M | -51.0% | +23.4% | -74.3% | -57.3% |
| 6M | +46.3% | +36.9% | +9.4% | +19.4% |
| YTD | +68.1% | +29.5% | +38.5% | +39.7% |
| 1Y | +113.9% | +5.4% | +108.5% | +97.0% |
| 3Y | +45.3% | +14.7% | +30.6% | +21.1% |
| All | -6.3% | -69.2% | +62.9% | +11.3% |
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