-12.9%
NVTS vs WY
-27.2%
+14.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -1.8% |
| 7D | +0.5% | -3.7% | +4.1% | +3.5% |
| 30D | -18.0% | -11.3% | -6.7% | -10.2% |
| 3M | -45.6% | -8.1% | -37.5% | -43.6% |
| 6M | +28.5% | -7.4% | +35.9% | +30.8% |
| YTD | +56.2% | -4.7% | +60.9% | +52.9% |
| 1Y | +97.7% | -9.2% | +106.9% | +98.6% |
| 3Y | +35.0% | -24.7% | +59.7% | +62.4% |
| All | -12.9% | -27.2% | +14.3% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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