-9.1%
NVTS vs AGI
+363.9%
-373.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.1% |
| 7D | -1.4% | -2.7% | +1.3% | -0.5% |
| 30D | -16.5% | +7.2% | -23.8% | -18.6% |
| 3M | -47.6% | +4.3% | -51.9% | -48.7% |
| 6M | +7.3% | -27.1% | +34.4% | +16.4% |
| YTD | +62.9% | -6.6% | +69.5% | +62.5% |
| 1Y | +91.3% | +9.5% | +81.8% | +83.8% |
| 3Y | +43.4% | +208.4% | -165.0% | -4.9% |
| All | -9.1% | +363.9% | -373.0% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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