-9.1%
NVTS vs AFL
+131.3%
-140.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.2% |
| 7D | -1.4% | -1.6% | +0.2% | -1.3% |
| 30D | -16.5% | -4.0% | -12.5% | -16.2% |
| 3M | -47.6% | -0.5% | -47.1% | -48.0% |
| 6M | +7.3% | +6.5% | +0.8% | +4.9% |
| YTD | +62.9% | +6.2% | +56.7% | +58.7% |
| 1Y | +91.3% | +8.3% | +83.0% | +84.4% |
| 3Y | +43.4% | +62.5% | -19.1% | +2.2% |
| All | -9.1% | +131.3% | -140.4% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling