-10.8%
NVTS vs AA
+13.9%
-24.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.8% | +6.2% | +6.5% |
| 7D | -0.3% | +0.9% | -1.2% | -1.1% |
| 30D | -24.4% | -6.4% | -17.9% | -19.5% |
| 3M | -26.5% | -13.0% | -13.5% | -18.0% |
| 6M | -41.4% | -34.6% | -6.8% | -15.3% |
| YTD | +30.7% | -23.0% | +53.7% | +54.8% |
| 1Y | -10.8% | +16.0% | -26.8% | -26.4% |
| All | -10.8% | +13.9% | -24.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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