-6.3%
NVTS vs AG
+66.1%
-72.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +9.7% | +4.5% | +5.2% | +7.9% |
| 30D | -13.6% | +12.9% | -26.5% | -17.5% |
| 3M | -51.0% | +20.9% | -71.9% | -54.1% |
| 6M | +46.3% | -19.5% | +65.9% | +54.9% |
| YTD | +68.1% | +24.8% | +43.3% | +53.6% |
| 1Y | +113.9% | +120.2% | -6.3% | +65.0% |
| 3Y | +45.3% | +279.0% | -233.7% | -11.1% |
| All | -6.3% | +66.1% | -72.3% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling