-26.7%
NVTS vs AR
+86.9%
-113.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +4.3% | +4.6% | +7.9% |
| 7D | +9.6% | -5.8% | +15.3% | +11.1% |
| 30D | -13.0% | +4.8% | -17.8% | -14.3% |
| 3M | -28.8% | +1.5% | -30.3% | -29.5% |
| 6M | -48.5% | +4.7% | -53.2% | -49.8% |
| YTD | +31.4% | +9.2% | +22.2% | +25.1% |
| 1Y | -2.3% | +11.2% | -13.5% | -7.4% |
| 3Y | +49.8% | +46.2% | +3.6% | +25.7% |
| 5Y | -43.2% | +98.1% | -141.2% | -50.4% |
| All | -26.7% | +86.9% | -113.7% | -35.1% |
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