-25.2%
NVTS vs AVAV
+37.0%
-62.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +12.6% | -1.3% | +6.7% |
| 7D | +20.8% | +3.2% | +17.7% | +19.5% |
| 30D | -11.1% | -7.4% | -3.7% | -8.7% |
| 3M | -31.0% | -32.0% | +1.0% | -21.5% |
| 6M | -47.4% | -24.6% | -22.8% | -43.8% |
| YTD | +34.2% | -47.5% | +81.7% | +60.0% |
| 1Y | +22.2% | -61.5% | +83.7% | +62.1% |
| 3Y | +68.4% | +5.5% | +62.9% | +34.9% |
| 5Y | -39.0% | +35.7% | -74.8% | -53.4% |
| All | -25.2% | +37.0% | -62.2% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling