+43.4%
NVTS vs AZO
+10.0%
+33.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.2% |
| 7D | -1.4% | -3.6% | +2.1% | -2.7% |
| 30D | -16.5% | -5.6% | -11.0% | -18.0% |
| 3M | -47.6% | -6.6% | -41.0% | -48.3% |
| 6M | +7.3% | -22.5% | +29.8% | 0.0% |
| YTD | +62.9% | -15.2% | +78.1% | +58.7% |
| 1Y | +91.3% | -33.9% | +125.2% | +69.1% |
| 3Y | +43.4% | +11.8% | +31.6% | +29.8% |
| All | +43.4% | +10.0% | +33.4% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 3y: compounded portfolio wealth divided by compounded AZO 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…
3y analysis · Full analysis span regression · 6 months rolling