-7.8%
NVTS vs AA
-0.4%
-7.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +7.5% |
| 7D | +2.7% | -0.7% | +3.4% | +2.9% |
| 30D | -4.5% | +5.0% | -9.4% | -7.5% |
| 3M | -61.5% | -35.8% | -25.7% | -50.0% |
| 6M | +28.0% | -18.4% | +46.4% | +44.9% |
| YTD | +65.3% | -5.5% | +70.7% | +74.5% |
| 1Y | +113.0% | +61.0% | +52.0% | +71.3% |
| 3Y | +34.7% | +66.2% | -31.5% | +1.3% |
| All | -7.8% | -0.4% | -7.4% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling