+48.9%
NVTS vs ACWI
+74.6%
-25.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -5.5% |
| 7D | +3.9% | +2.4% | +1.5% | -3.3% |
| 30D | -4.3% | -1.7% | -2.7% | +4.3% |
| 3M | -34.5% | -3.9% | -30.6% | -21.9% |
| 6M | -57.7% | +0.8% | -58.5% | -54.4% |
| YTD | +25.4% | +11.0% | +14.3% | +6.8% |
| 1Y | +13.1% | +13.1% | +0.1% | -7.9% |
| 3Y | +48.9% | +73.9% | -25.0% | -57.1% |
| All | +48.9% | +74.6% | -25.6% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 3y: compounded portfolio wealth divided by compounded ACWI 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…
3y analysis · Full analysis span regression · 6 months rolling