-30.1%
NVTS vs AA
-20.6%
-9.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.8% | -4.6% | -5.3% |
| 7D | +3.9% | +0.5% | +3.4% | +4.0% |
| 30D | -4.3% | -0.6% | -3.7% | -3.1% |
| 3M | -34.5% | -19.7% | -14.8% | -24.9% |
| 6M | -57.7% | -41.6% | -16.1% | -41.3% |
| YTD | +25.4% | -24.6% | +50.0% | +52.7% |
| 1Y | +13.1% | +4.9% | +8.3% | +15.9% |
| 3Y | +48.9% | +66.8% | -17.9% | +16.7% |
| 5Y | -51.8% | -19.4% | -32.4% | -45.9% |
| All | -30.1% | -20.6% | -9.5% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling