-30.6%
NVTS vs AR
+3.3%
-33.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.4% | +9.2% |
| 7D | +1.5% | -14.3% | +15.8% | -4.5% |
| 30D | -23.8% | +1.4% | -25.2% | -22.4% |
| 3M | -30.6% | +3.4% | -33.9% | -25.4% |
| All | -30.6% | +3.3% | -33.9% | -25.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling