-54.2%
NVD vs RVTY
+43.1%
-97.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.3% | +6.8% | +3.6% |
| 7D | +9.0% | -7.4% | +16.5% | +6.2% |
| 30D | -5.5% | +4.5% | -10.0% | -4.0% |
| 3M | -24.6% | +19.5% | -44.1% | -19.8% |
| 6M | -42.1% | +34.1% | -76.2% | -34.9% |
| YTD | -44.3% | +25.3% | -69.6% | -39.0% |
| 1Y | -54.2% | +47.0% | -101.2% | -44.9% |
| All | -54.2% | +43.1% | -97.3% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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