-9.4%
NVTS vs AA
+1.1%
-10.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.2% |
| 7D | +3.5% | -0.6% | +4.1% | +3.8% |
| 30D | -11.9% | -1.6% | -10.4% | -11.5% |
| 3M | -49.2% | -29.8% | -19.4% | -37.7% |
| 6M | +38.4% | -16.6% | +55.0% | +54.7% |
| YTD | +62.5% | -4.0% | +66.5% | +70.1% |
| 1Y | +101.4% | +63.5% | +37.9% | +60.6% |
| 3Y | +40.4% | +86.8% | -46.3% | -0.4% |
| All | -9.4% | +1.1% | -10.5% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling