-12.9%
NVTS vs JAAA
+26.5%
-39.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.8% |
| 7D | +0.5% | +0.1% | +0.4% | +0.3% |
| 30D | -18.0% | +0.4% | -18.4% | -18.9% |
| 3M | -45.6% | +1.2% | -46.8% | -47.2% |
| 6M | +28.5% | +2.7% | +25.8% | +20.4% |
| YTD | +56.2% | +3.2% | +53.0% | +45.1% |
| 1Y | +97.7% | +4.8% | +92.9% | +78.0% |
| 3Y | +35.0% | +19.0% | +16.0% | +17.8% |
| All | -12.9% | +26.5% | -39.4% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling