+94.0%
NVS vs RVTY
-33.1%
+127.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.7% |
| 7D | -14.3% | -4.5% | -9.7% | -13.6% |
| 30D | -10.0% | +5.5% | -15.4% | -10.7% |
| 3M | -10.9% | +22.5% | -33.4% | -13.7% |
| 6M | -12.0% | +38.9% | -50.9% | -16.5% |
| YTD | +2.5% | +28.7% | -26.2% | -2.0% |
| 1Y | +10.7% | +45.5% | -34.8% | +3.7% |
| 3Y | +53.3% | +16.4% | +36.9% | +46.8% |
| All | +94.0% | -33.1% | +127.1% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling