-9.4%
NVTS vs AUR
-34.9%
+25.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.3% |
| 7D | +3.5% | +11.1% | -7.6% | -0.6% |
| 30D | -11.9% | -6.9% | -5.0% | -9.9% |
| 3M | -49.2% | +5.5% | -54.8% | -49.9% |
| 6M | +38.4% | +41.0% | -2.6% | +21.5% |
| YTD | +62.5% | +69.3% | -6.8% | +35.8% |
| 1Y | +101.4% | +14.0% | +87.4% | +93.2% |
| 3Y | +40.4% | +90.1% | -49.6% | -5.7% |
| All | -9.4% | -34.9% | +25.5% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling