-20.3%
NVTS vs WETO
-99.3%
+79.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -3.5% | -12.3% | -15.7% |
| 7D | -14.6% | +4.5% | -19.0% | -14.7% |
| 30D | -34.3% | -17.7% | -16.6% | -34.3% |
| 3M | -36.4% | -83.1% | +46.7% | -37.7% |
| 6M | -55.2% | -98.3% | +43.1% | -52.4% |
| YTD | +10.1% | -99.0% | +109.1% | +40.4% |
| 1Y | -20.3% | -99.3% | +79.0% | +24.8% |
| All | -20.3% | -99.3% | +79.1% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling