+113.0%
NVTS vs JAAA
+4.9%
+108.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +5.3% |
| 7D | +2.7% | +0.2% | +2.5% | +0.6% |
| 30D | -4.5% | +0.5% | -5.0% | -10.4% |
| 3M | -61.5% | +1.3% | -62.8% | -67.2% |
| 6M | +28.0% | +2.7% | +25.3% | -10.0% |
| YTD | +65.3% | +3.2% | +62.1% | +18.8% |
| 1Y | +113.0% | +4.9% | +108.1% | +59.8% |
| All | +113.0% | +4.9% | +108.1% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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