-30.1%
NVTS vs ACM
+15.9%
-46.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -6.9% | -6.8% |
| 7D | +3.9% | +5.6% | -1.7% | -0.5% |
| 30D | -4.3% | +20.8% | -25.2% | -18.0% |
| 3M | -34.5% | +11.4% | -45.9% | -40.6% |
| 6M | -57.7% | +0.9% | -58.7% | -59.5% |
| YTD | +25.4% | -24.8% | +50.2% | +55.5% |
| 1Y | +13.1% | -46.4% | +59.6% | +95.8% |
| 3Y | +48.9% | -9.2% | +58.1% | +43.0% |
| 5Y | -51.8% | +5.0% | -56.8% | -59.5% |
| All | -30.1% | +15.9% | -46.0% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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