-25.3%
NVTS vs ACI
-29.3%
+4.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -5.1% |
| 7D | +21.6% | -0.5% | +22.1% | +21.6% |
| 30D | -8.5% | +4.9% | -13.4% | -8.6% |
| 3M | -31.4% | +11.1% | -42.5% | -31.6% |
| 6M | -50.3% | -14.9% | -35.4% | -49.8% |
| YTD | +33.9% | -19.6% | +53.5% | +35.0% |
| 1Y | +10.6% | -22.7% | +33.4% | +12.3% |
| 3Y | +52.7% | -31.2% | +84.0% | +52.4% |
| 5Y | -48.5% | -42.3% | -6.2% | -46.7% |
| All | -25.3% | -29.3% | +4.0% | -25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling