-9.1%
NVTS vs VIAV
+153.3%
-162.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.7% | +1.8% |
| 7D | -1.4% | +11.2% | -12.6% | -8.9% |
| 30D | -16.5% | -10.1% | -6.4% | -10.6% |
| 3M | -47.6% | -22.9% | -24.8% | -38.4% |
| 6M | +7.3% | +28.8% | -21.5% | -10.1% |
| YTD | +62.9% | +117.5% | -54.6% | -7.6% |
| 1Y | +91.3% | +216.1% | -124.8% | -20.3% |
| 3Y | +43.4% | +292.2% | -248.8% | -53.4% |
| All | -9.1% | +153.3% | -162.4% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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