+113.0%
NVTS vs AUR
+11.8%
+101.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.1% |
| 7D | +2.7% | +8.7% | -6.0% | -4.3% |
| 30D | -4.5% | -5.2% | +0.8% | -1.0% |
| 3M | -61.5% | -7.3% | -54.2% | -59.0% |
| 6M | +28.0% | +41.2% | -13.2% | -15.7% |
| YTD | +65.3% | +65.1% | +0.2% | -6.2% |
| 1Y | +113.0% | +13.4% | +99.6% | +80.5% |
| All | +113.0% | +11.8% | +101.2% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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