-9.1%
NVTS vs ARES
+93.8%
-102.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.7% |
| 7D | -1.4% | -6.1% | +4.6% | +3.8% |
| 30D | -16.5% | -7.5% | -9.0% | -11.6% |
| 3M | -47.6% | +0.1% | -47.7% | -48.5% |
| 6M | +7.3% | +30.3% | -23.0% | -17.5% |
| YTD | +62.9% | -16.6% | +79.5% | +84.3% |
| 1Y | +91.3% | -26.1% | +117.4% | +137.4% |
| 3Y | +43.4% | +36.4% | +7.0% | -6.3% |
| All | -9.1% | +93.8% | -102.9% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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