-25.3%
NVTS vs AFRM
-57.9%
+32.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.9% | -2.1% | -3.8% |
| 7D | +21.6% | -5.5% | +27.1% | +24.5% |
| 30D | -8.5% | -15.5% | +7.0% | -1.3% |
| 3M | -31.4% | -10.3% | -21.1% | -28.5% |
| 6M | -50.3% | +0.6% | -51.0% | -51.2% |
| YTD | +33.9% | -11.5% | +45.4% | +38.1% |
| 1Y | +10.6% | -16.6% | +27.3% | +16.3% |
| 3Y | +52.7% | +193.5% | -140.8% | -19.2% |
| 5Y | -48.5% | -55.8% | +7.3% | -64.4% |
| All | -25.3% | -57.9% | +32.6% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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