-44.9%
ACN vs NVTS
-17.0%
-27.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.7% |
| 7D | -6.3% | +3.5% | -9.8% | -6.4% |
| 30D | -1.4% | -11.9% | +10.5% | -1.1% |
| 3M | +2.6% | -49.2% | +51.8% | +4.2% |
| 6M | -14.3% | +38.4% | -52.7% | -17.6% |
| YTD | -33.1% | +62.5% | -95.6% | -36.5% |
| 1Y | -28.8% | +101.4% | -130.2% | -34.0% |
| 3Y | -43.0% | +40.4% | -83.4% | -46.8% |
| All | -44.9% | -17.0% | -27.9% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling