-16.5%
ACHR vs NVTS
-16.8%
+0.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +1.4% |
| 7D | -2.3% | -1.4% | -0.8% | -1.9% |
| 30D | -11.3% | -16.5% | +5.2% | -8.1% |
| 3M | +5.3% | -47.6% | +52.9% | +19.2% |
| 6M | -13.2% | +7.3% | -20.5% | -20.3% |
| YTD | -25.8% | +62.9% | -88.7% | -38.9% |
| 1Y | -34.3% | +91.3% | -125.6% | -48.8% |
| 3Y | -19.9% | +43.4% | -63.3% | -40.6% |
| All | -16.5% | -16.8% | +0.3% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 10y: compounded portfolio wealth divided by compounded NVTS 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…
10y analysis · Full analysis span regression · 6 months rolling