-9.1%
NVTS vs AU
+532.5%
-541.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | -1.4% | -4.3% | +2.8% | -0.2% |
| 30D | -16.5% | +7.3% | -23.8% | -18.5% |
| 3M | -47.6% | +26.3% | -74.0% | -51.1% |
| 6M | +7.3% | +1.8% | +5.5% | +5.6% |
| YTD | +62.9% | +26.8% | +36.1% | +53.1% |
| 1Y | +91.3% | +66.7% | +24.6% | +71.1% |
| 3Y | +43.4% | +579.1% | -535.7% | -8.4% |
| All | -9.1% | +532.5% | -541.7% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 5y: compounded portfolio wealth divided by compounded AU 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…
5y analysis · Full analysis span regression · 6 months rolling