+55.1%
NVTS vs WOLF
+39.8%
+15.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.7% | +3.9% | -0.2% |
| 7D | +0.5% | -6.2% | +6.7% | +3.5% |
| 30D | -18.0% | -16.5% | -1.5% | -11.3% |
| 3M | -45.6% | -42.0% | -3.6% | -31.8% |
| 6M | +28.5% | +51.8% | -23.4% | +9.9% |
| YTD | +56.2% | +44.6% | +11.6% | +35.2% |
| All | +55.1% | +39.8% | +15.2% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 3y: compounded portfolio wealth divided by compounded WOLF 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…
3y analysis · Full analysis span regression · 6 months rolling