-9.4%
NVTS vs VIAV
+156.1%
-165.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -4.1% |
| 7D | +3.5% | +13.6% | -10.1% | -5.7% |
| 30D | -11.9% | +5.3% | -17.2% | -15.9% |
| 3M | -49.2% | -15.6% | -33.6% | -43.8% |
| 6M | +38.4% | +34.0% | +4.4% | +13.2% |
| YTD | +62.5% | +119.9% | -57.4% | -8.6% |
| 1Y | +101.4% | +235.2% | -133.8% | -19.7% |
| 3Y | +40.4% | +299.8% | -259.4% | -55.1% |
| All | -9.4% | +156.1% | -165.5% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling