-41.5%
ACN vs NVTS
-15.6%
-25.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.3% | -9.6% | -3.5% |
| 7D | -1.5% | +2.7% | -4.2% | -1.6% |
| 30D | +9.4% | -4.5% | +13.8% | +9.4% |
| 3M | +5.6% | -61.5% | +67.2% | +8.3% |
| 6M | -9.3% | +28.0% | -37.2% | -12.5% |
| YTD | -29.0% | +65.3% | -94.2% | -32.6% |
| 1Y | -24.7% | +113.0% | -137.7% | -30.3% |
| 3Y | -39.8% | +34.7% | -74.5% | -43.5% |
| All | -41.5% | -15.6% | -25.9% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling