+284.7%
NVTS vs ADVB
-97.4%
+382.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +3.5% | +7.7% | +11.2% |
| 7D | +20.8% | -1.2% | +22.0% | +20.8% |
| 30D | -11.1% | -61.4% | +50.3% | -11.7% |
| 3M | -31.0% | -67.8% | +36.8% | -31.7% |
| 6M | -47.4% | -66.9% | +19.5% | -48.1% |
| YTD | +34.2% | -64.9% | +99.1% | +29.3% |
| 1Y | +22.2% | -74.8% | +96.9% | +20.8% |
| All | +284.7% | -97.4% | +382.2% | +629.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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