-24.4%
ACN vs NVTS
-40.8%
+16.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.4% | -9.2% | -2.0% |
| 7D | -4.0% | +7.9% | -11.9% | -4.2% |
| 30D | +19.0% | +0.8% | +18.2% | +18.8% |
| 3M | +42.2% | -26.0% | +68.2% | +42.9% |
| 6M | +50.1% | -55.5% | +105.7% | +51.9% |
| YTD | -2.7% | +41.0% | -43.8% | -7.6% |
| 1Y | +7.6% | +10.4% | -2.8% | +3.2% |
| 3Y | -15.9% | +60.9% | -76.7% | -24.1% |
| 5Y | -24.4% | -42.8% | +18.4% | -33.0% |
| All | -24.4% | -40.8% | +16.5% | -33.0% |
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