-9.4%
NVTS vs ACI
-37.2%
+27.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -3.2% |
| 7D | +3.5% | -5.0% | +8.5% | +3.7% |
| 30D | -11.9% | -2.3% | -9.6% | -11.9% |
| 3M | -49.2% | -23.2% | -26.0% | -48.5% |
| 6M | +38.4% | -29.5% | +67.9% | +41.1% |
| YTD | +62.5% | -28.6% | +91.1% | +64.4% |
| 1Y | +101.4% | -34.0% | +135.4% | +105.4% |
| 3Y | +40.4% | -45.0% | +85.4% | +45.6% |
| All | -9.4% | -37.2% | +27.9% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling