-25.2%
NVTS vs ABCL
-21.8%
-3.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +5.2% | +6.0% | +8.5% |
| 7D | +20.8% | +12.4% | +8.4% | +14.7% |
| 30D | -11.1% | -0.4% | -10.8% | -10.0% |
| 3M | -31.0% | +80.4% | -111.4% | -53.0% |
| 6M | -47.4% | +138.5% | -185.9% | -71.1% |
| YTD | +34.2% | +265.5% | -231.3% | -42.9% |
| 1Y | +22.2% | +219.7% | -197.5% | -43.6% |
| 3Y | +68.4% | +209.4% | -141.0% | -28.3% |
| 5Y | -39.0% | -15.0% | -24.0% | -56.5% |
| All | -25.2% | -21.8% | -3.3% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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