+12.5%
AGG vs NVTS
+38.1%
-25.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.1% |
| 7D | -1.1% | -1.4% | +0.4% | -1.0% |
| 30D | -1.1% | -16.5% | +15.4% | -1.1% |
| 3M | -1.9% | -47.6% | +45.7% | -1.7% |
| 6M | -1.7% | +7.3% | -9.0% | -1.9% |
| YTD | -1.3% | +62.9% | -64.2% | -1.6% |
| 1Y | -0.7% | +91.3% | -92.0% | -1.2% |
| 3Y | +12.5% | +43.4% | -30.9% | +11.7% |
| All | +12.5% | +38.1% | -25.6% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling