-6.3%
NVTS vs A
-3.2%
-3.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +4.0% |
| 7D | +9.7% | -2.1% | +11.7% | +11.6% |
| 30D | -13.6% | +0.6% | -14.2% | -14.3% |
| 3M | -51.0% | +10.9% | -61.9% | -55.8% |
| 6M | +46.3% | +28.2% | +18.2% | +12.4% |
| YTD | +68.1% | +8.6% | +59.5% | +51.8% |
| 1Y | +113.9% | +15.5% | +98.4% | +78.8% |
| 3Y | +45.3% | +31.8% | +13.5% | +2.8% |
| All | -6.3% | -3.2% | -3.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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