-6.3%
NVTS vs ALM
+1,080.2%
-1,086.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.8% | -7.1% | -0.1% |
| 7D | +9.7% | +8.4% | +1.3% | +7.8% |
| 30D | -13.6% | +34.8% | -48.4% | -19.0% |
| 3M | -51.0% | +16.2% | -67.2% | -52.6% |
| 6M | +46.3% | +2.1% | +44.2% | +44.3% |
| YTD | +68.1% | +117.0% | -49.0% | +49.9% |
| 1Y | +113.9% | +313.9% | -199.9% | +79.1% |
| 3Y | +45.3% | +2,327.9% | -2,282.7% | -4.8% |
| All | -6.3% | +1,080.2% | -1,086.5% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling