+38.4%
NVTS vs AS
+133.7%
-95.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -2.3% | -13.5% | -14.6% |
| 7D | -14.6% | +7.1% | -21.7% | -17.3% |
| 30D | -34.3% | +12.8% | -47.2% | -38.1% |
| 3M | -36.4% | -14.7% | -21.6% | -31.7% |
| 6M | -55.2% | -9.9% | -45.3% | -53.9% |
| YTD | +10.1% | -16.1% | +26.2% | +16.5% |
| 1Y | -20.3% | +0.2% | -20.4% | -23.4% |
| All | +38.4% | +133.7% | -95.4% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling