-10.8%
NVTS vs ACI
-18.4%
+7.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.5% | +5.5% | +10.6% |
| 7D | -0.3% | +4.5% | -4.8% | +2.0% |
| 30D | -24.4% | +20.9% | -45.2% | -17.5% |
| 3M | -26.5% | +15.2% | -41.7% | -20.9% |
| 6M | -41.4% | -13.3% | -28.1% | -44.2% |
| YTD | +30.7% | -16.2% | +46.9% | +18.2% |
| 1Y | -10.8% | -16.9% | +6.1% | -20.0% |
| All | -10.8% | -18.4% | +7.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling