+174.6%
ARM vs NVTS
+9.7%
+164.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.5% | -4.8% | +3.1% |
| 7D | -15.2% | +1.5% | -16.8% | -15.5% |
| 30D | -40.7% | -23.8% | -16.9% | -38.0% |
| 3M | -39.1% | -30.6% | -8.5% | -35.3% |
| 6M | -26.4% | -48.4% | +22.0% | -18.7% |
| YTD | +59.7% | +20.6% | +39.2% | +54.8% |
| 1Y | +10.3% | -2.5% | +12.9% | +9.2% |
| 3Y | +228.9% | +44.0% | +184.9% | +288.8% |
| All | +174.6% | +9.7% | +164.9% | +247.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling