-2.3%
NVTS vs AR
+9.7%
-12.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +4.3% | +4.6% | +8.9% |
| 7D | +9.6% | -5.8% | +15.3% | +9.2% |
| 30D | -13.0% | +4.8% | -17.8% | -13.1% |
| 3M | -28.8% | +1.5% | -30.3% | -28.7% |
| 6M | -48.5% | +4.7% | -53.2% | -48.6% |
| YTD | +31.4% | +9.2% | +22.2% | +28.8% |
| 1Y | -2.3% | +11.2% | -13.5% | -6.2% |
| All | -2.3% | +9.7% | -12.0% | -6.2% |
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