+123.2%
ADI vs NVTS
-14.2%
+137.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +2.4% | +9.7% | -7.2% | +1.6% |
| 30D | -6.6% | -13.6% | +7.0% | -5.4% |
| 3M | -9.8% | -51.0% | +41.2% | -4.6% |
| 6M | +15.7% | +46.3% | -30.7% | +9.4% |
| YTD | +35.1% | +68.1% | -32.9% | +25.1% |
| 1Y | +47.7% | +113.9% | -66.2% | +31.7% |
| 3Y | +114.5% | +45.3% | +69.2% | +91.3% |
| All | +123.2% | -14.2% | +137.3% | +86.6% |
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 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