-10.8%
NVTS vs AR
+14.7%
-25.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.3% | +15.3% | +8.6% |
| 7D | -0.3% | -11.1% | +10.8% | -0.7% |
| 30D | -24.4% | +7.9% | -32.3% | -24.4% |
| 3M | -26.5% | +4.9% | -31.4% | -26.4% |
| 6M | -41.4% | -5.3% | -36.1% | -40.0% |
| YTD | +30.7% | +8.6% | +22.1% | +28.7% |
| 1Y | -10.8% | +13.7% | -24.5% | -15.4% |
| All | -10.8% | +14.7% | -25.5% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling