+107.7%
NVTS vs AS
+120.4%
-12.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +4.6% |
| 7D | +2.7% | -4.9% | +7.6% | +5.3% |
| 30D | -4.5% | -19.6% | +15.1% | +5.7% |
| 3M | -61.5% | -14.4% | -47.1% | -59.0% |
| 6M | +28.0% | -20.1% | +48.1% | +40.2% |
| YTD | +65.3% | -20.9% | +86.2% | +80.3% |
| 1Y | +113.0% | -21.9% | +134.9% | +131.4% |
| All | +107.7% | +120.4% | -12.6% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling