+91.3%
NVTS vs JAAA
+4.9%
+86.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +3.3% |
| 7D | -1.4% | +0.1% | -1.5% | -2.4% |
| 30D | -16.5% | +0.5% | -17.0% | -21.9% |
| 3M | -47.6% | +1.3% | -48.9% | -55.6% |
| 6M | +7.3% | +2.8% | +4.5% | -26.6% |
| YTD | +62.9% | +3.3% | +59.6% | +14.2% |
| 1Y | +91.3% | +4.9% | +86.4% | +43.9% |
| All | +91.3% | +4.9% | +86.4% | +43.9% |
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