-25.3%
NVTS vs AR
+92.3%
-117.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -5.4% |
| 7D | +21.6% | +6.4% | +15.2% | +19.8% |
| 30D | -8.5% | +3.1% | -11.6% | -9.5% |
| 3M | -31.4% | +3.3% | -34.7% | -32.4% |
| 6M | -50.3% | +6.6% | -56.9% | -51.9% |
| YTD | +33.9% | +12.3% | +21.6% | +26.6% |
| 1Y | +10.6% | +12.3% | -1.7% | +4.6% |
| 3Y | +52.7% | +50.4% | +2.3% | +27.2% |
| 5Y | -48.5% | +101.0% | -149.5% | -55.3% |
| All | -25.3% | +92.3% | -117.6% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling