-9.3%
ACN vs NVTS
+28.8%
-38.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.3% | -9.6% | -2.6% |
| 7D | -1.5% | +2.7% | -4.2% | -1.2% |
| 30D | +9.4% | -4.5% | +13.8% | +9.1% |
| 3M | +5.6% | -61.5% | +67.2% | +0.3% |
| 6M | -9.3% | +28.0% | -37.2% | -12.3% |
| All | -9.3% | +28.8% | -38.1% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling