-42.8%
NVTS vs AR
+71.8%
-114.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.4% | +9.7% |
| 7D | +1.5% | -14.3% | +15.8% | +5.3% |
| 30D | -23.8% | +1.4% | -25.2% | -24.4% |
| 3M | -30.6% | +3.4% | -33.9% | -31.8% |
| 6M | -48.4% | -2.1% | -46.3% | -48.9% |
| YTD | +20.6% | +4.7% | +15.9% | +15.9% |
| 1Y | -2.5% | +10.6% | -13.1% | -7.9% |
| 3Y | +44.0% | +24.6% | +19.4% | +26.3% |
| All | -42.8% | +71.8% | -114.6% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling