+193.0%
ARM vs NVTS
+22.0%
+170.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +11.3% | -4.6% | +4.8% |
| 7D | -5.3% | +20.8% | -26.1% | -8.3% |
| 30D | -30.0% | -11.1% | -18.9% | -28.7% |
| 3M | -34.1% | -31.0% | -3.0% | -30.0% |
| 6M | -12.6% | -47.4% | +34.7% | -4.1% |
| YTD | +70.4% | +34.2% | +36.3% | +62.2% |
| 1Y | +22.3% | +22.2% | +0.1% | +17.3% |
| 3Y | +261.2% | +68.4% | +192.8% | +310.3% |
| All | +193.0% | +22.0% | +170.9% | +264.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling