+296.4%
ARM vs NVTS
+50.3%
+246.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.3% | -2.4% | +2.9% |
| 7D | +5.5% | +2.7% | +2.8% | +5.0% |
| 30D | -8.2% | -4.5% | -3.7% | -7.7% |
| 3M | -35.9% | -61.5% | +25.6% | -26.6% |
| 6M | +103.1% | +28.0% | +75.1% | +94.8% |
| YTD | +130.6% | +65.3% | +65.4% | +111.9% |
| 1Y | +86.1% | +113.0% | -26.9% | +63.1% |
| All | +296.4% | +50.3% | +246.1% | +375.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling