+381.9%
NVTS vs ADVB
-88.8%
+470.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +1.6% |
| 7D | +9.7% | -14.0% | +23.7% | +9.4% |
| 30D | -13.6% | +41.0% | -54.6% | -13.1% |
| 3M | -51.0% | +127.9% | -178.9% | -51.3% |
| 6M | +46.3% | +101.3% | -55.0% | +39.2% |
| YTD | +68.1% | +53.8% | +14.3% | +64.5% |
| 1Y | +113.9% | +4.4% | +109.5% | +106.7% |
| All | +381.9% | -88.8% | +470.7% | +827.5% |
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