+245.8%
NVTS vs ADVB
-97.5%
+343.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.2% | +5.3% | +9.5% |
| 7D | +1.5% | -13.9% | +15.4% | +1.6% |
| 30D | -23.8% | -68.1% | +44.3% | -24.5% |
| 3M | -30.6% | -73.4% | +42.8% | -31.3% |
| 6M | -48.4% | -70.8% | +22.4% | -49.0% |
| YTD | +20.6% | -66.1% | +86.7% | +16.2% |
| 1Y | -2.5% | -77.5% | +75.0% | -2.9% |
| All | +245.8% | -97.5% | +343.3% | +555.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling