-2.5%
NVTS vs AS
+0.9%
-3.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.5% | +9.1% | +9.4% |
| 7D | +1.5% | +6.9% | -5.4% | -0.5% |
| 30D | -23.8% | +16.0% | -39.8% | -27.6% |
| 3M | -30.6% | -12.8% | -17.7% | -27.4% |
| 6M | -48.4% | -15.4% | -33.0% | -45.7% |
| YTD | +20.6% | -15.7% | +36.3% | +18.6% |
| 1Y | -2.5% | +6.1% | -8.6% | -14.6% |
| All | -2.5% | +0.9% | -3.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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