-21.3%
NVTS vs ALM
+403.7%
-425.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.3% |
| 7D | +7.9% | -7.2% | +15.1% | +10.1% |
| 30D | +0.8% | -26.4% | +27.2% | +8.3% |
| 3M | -26.0% | -38.6% | +12.6% | -17.6% |
| 6M | -55.5% | -61.0% | +5.5% | -46.3% |
| YTD | +41.0% | -7.4% | +48.4% | +51.3% |
| 1Y | +10.4% | +14.0% | -3.5% | +14.9% |
| 3Y | +60.9% | +844.4% | -783.6% | +29.7% |
| 5Y | -42.8% | +410.8% | -453.6% | -51.1% |
| All | -21.3% | +403.7% | -425.0% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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