-7.8%
NVTS vs ALM
+984.6%
-992.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.6% |
| 7D | +2.7% | -2.6% | +5.3% | +3.2% |
| 30D | -4.5% | +32.0% | -36.5% | -9.9% |
| 3M | -61.5% | -15.0% | -46.5% | -60.4% |
| 6M | +28.0% | -10.1% | +38.1% | +29.4% |
| YTD | +65.3% | +99.4% | -34.2% | +50.1% |
| 1Y | +113.0% | +316.4% | -203.4% | +80.1% |
| 3Y | +34.7% | +2,022.0% | -1,987.3% | -9.4% |
| All | -7.8% | +984.6% | -992.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling