-9.4%
NVTS vs VIVK
-100.0%
+90.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | -3.2% |
| 7D | +3.5% | -7.9% | +11.4% | +3.7% |
| 30D | -11.9% | -42.0% | +30.0% | -10.7% |
| 3M | -49.2% | -92.5% | +43.3% | -46.4% |
| 6M | +38.4% | -98.0% | +136.4% | +51.1% |
| YTD | +62.5% | -97.9% | +160.4% | +72.9% |
| 1Y | +101.4% | -100.0% | +201.4% | +140.6% |
| 3Y | +40.4% | -100.0% | +140.4% | +63.6% |
| All | -9.4% | -100.0% | +90.6% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling