-9.1%
NVTS vs VIVK
-100.0%
+90.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.4% | +11.7% | +4.5% |
| 7D | -1.4% | -4.4% | +2.9% | -1.3% |
| 30D | -16.5% | -40.8% | +24.3% | -15.4% |
| 3M | -47.6% | -94.1% | +46.5% | -44.2% |
| 6M | +7.3% | -98.2% | +105.5% | +17.4% |
| YTD | +62.9% | -98.0% | +160.9% | +73.6% |
| 1Y | +91.3% | -100.0% | +191.2% | +128.4% |
| 3Y | +43.4% | -100.0% | +143.4% | +67.2% |
| All | -9.1% | -100.0% | +90.9% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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