-9.1%
NVTS vs AG
+56.5%
-65.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +5.3% |
| 7D | -1.4% | -6.7% | +5.3% | +0.9% |
| 30D | -16.5% | +2.2% | -18.7% | -17.5% |
| 3M | -47.6% | +15.7% | -63.3% | -50.3% |
| 6M | +7.3% | -23.8% | +31.1% | +15.9% |
| YTD | +62.9% | +17.6% | +45.2% | +51.9% |
| 1Y | +91.3% | +88.6% | +2.7% | +54.6% |
| 3Y | +43.4% | +253.4% | -210.0% | -10.2% |
| All | -9.1% | +56.5% | -65.7% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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