-7.8%
NVTS vs ACI
-33.5%
+25.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.3% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | -4.5% | +5.9% | -10.4% | -4.8% |
| 3M | -61.5% | -19.8% | -41.7% | -61.0% |
| 6M | +28.0% | -24.7% | +52.7% | +29.9% |
| YTD | +65.3% | -24.4% | +89.7% | +66.8% |
| 1Y | +113.0% | -31.5% | +144.5% | +117.2% |
| 3Y | +34.7% | -38.7% | +73.4% | +37.0% |
| All | -7.8% | -33.5% | +25.7% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling