+185.4%
ARM vs NVTS
+19.5%
+165.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.2% |
| 7D | -10.4% | +9.6% | -20.0% | -11.8% |
| 30D | -31.8% | -13.0% | -18.9% | -30.3% |
| 3M | -32.2% | -28.8% | -3.5% | -28.4% |
| 6M | -14.9% | -48.5% | +33.6% | -6.2% |
| YTD | +66.0% | +31.4% | +34.7% | +58.6% |
| 1Y | +17.2% | -2.3% | +19.5% | +15.8% |
| 3Y | +247.2% | +49.8% | +197.4% | +311.8% |
| All | +185.4% | +19.5% | +165.9% | +256.2% |
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