-7.8%
NVTS vs S
-68.4%
+60.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.1% |
| 7D | +2.7% | -7.7% | +10.4% | +6.9% |
| 30D | -4.5% | -5.3% | +0.9% | -3.1% |
| 3M | -61.5% | +20.3% | -81.8% | -65.9% |
| 6M | +28.0% | +47.4% | -19.4% | +0.3% |
| YTD | +65.3% | +32.5% | +32.7% | +35.8% |
| 1Y | +113.0% | +9.5% | +103.5% | +92.3% |
| 3Y | +34.7% | +15.5% | +19.2% | +11.8% |
| All | -7.8% | -68.4% | +60.6% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling