+13.1%
NVTS vs AS
-3.7%
+16.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.1% |
| 7D | +3.9% | -4.9% | +8.8% | +5.8% |
| 30D | -4.3% | +3.9% | -8.2% | -5.2% |
| 3M | -34.5% | -9.6% | -24.9% | -32.5% |
| 6M | -57.7% | -8.7% | -49.1% | -56.7% |
| YTD | +25.4% | -19.8% | +45.2% | +24.5% |
| 1Y | +13.1% | -1.5% | +14.7% | +9.1% |
| All | +13.1% | -3.7% | +16.9% | +9.1% |
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