+21.2%
ARM vs NVTS
-1.0%
+22.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.8% |
| 7D | -10.4% | +9.6% | -20.0% | -13.4% |
| 30D | -31.8% | -13.0% | -18.9% | -28.9% |
| 3M | -32.2% | -28.8% | -3.5% | -24.3% |
| 6M | -14.9% | -48.5% | +33.6% | +2.8% |
| YTD | +66.0% | +31.4% | +34.7% | +48.4% |
| All | +21.2% | -1.0% | +22.2% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling