-48.4%
NVTS vs AR
-4.6%
-43.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -22.7% |
| 3M | -30.6% | +3.4% | -33.9% | -27.8% |
| 6M | -48.4% | -2.1% | -46.3% | -43.8% |
| All | -48.4% | -4.6% | -43.8% | -43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling