-6.3%
NVTS vs ABCL
-28.5%
+22.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +9.7% | +1.4% | +8.3% | +8.8% |
| 30D | -13.6% | +65.1% | -78.7% | -38.3% |
| 3M | -51.0% | +111.1% | -162.1% | -70.6% |
| 6M | +46.3% | +231.6% | -185.3% | -34.2% |
| YTD | +68.1% | +234.5% | -166.4% | -25.0% |
| 1Y | +113.9% | +174.3% | -60.4% | +7.0% |
| 3Y | +45.3% | +111.5% | -66.2% | -25.3% |
| All | -6.3% | -28.5% | +22.2% | -27.7% |
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