-9.1%
NVTS vs AUR
-35.6%
+26.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.7% |
| 7D | -1.4% | +1.4% | -2.9% | -1.9% |
| 30D | -16.5% | -6.4% | -10.1% | -14.7% |
| 3M | -47.6% | +7.7% | -55.3% | -48.7% |
| 6M | +7.3% | +44.5% | -37.2% | -6.6% |
| YTD | +62.9% | +67.4% | -4.6% | +36.7% |
| 1Y | +91.3% | +15.4% | +75.8% | +82.9% |
| 3Y | +43.4% | +94.8% | -51.4% | -4.4% |
| All | -9.1% | -35.6% | +26.4% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling