-9.4%
NVTS vs ALM
+1,031.5%
-1,040.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.5% |
| 7D | +3.5% | +3.6% | -0.1% | +2.6% |
| 30D | -11.9% | +33.8% | -45.7% | -17.3% |
| 3M | -49.2% | +14.8% | -64.0% | -50.7% |
| 6M | +38.4% | -7.0% | +45.4% | +38.7% |
| YTD | +62.5% | +108.1% | -45.6% | +46.1% |
| 1Y | +101.4% | +313.8% | -212.4% | +69.6% |
| 3Y | +40.4% | +2,227.6% | -2,187.2% | -7.1% |
| All | -9.4% | +1,031.5% | -1,040.9% | -35.8% |
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