+180.7%
NVT vs RVTY
+16.6%
+164.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | +0.1% | -1.8% |
| 7D | +7.0% | -5.4% | +12.4% | +8.6% |
| 30D | -2.3% | +6.7% | -9.1% | -4.3% |
| 3M | -3.1% | +19.0% | -22.1% | -8.4% |
| 6M | +47.0% | +34.6% | +12.4% | +32.9% |
| YTD | +56.2% | +28.3% | +27.9% | +42.3% |
| 1Y | +74.5% | +46.0% | +28.5% | +52.3% |
| All | +180.7% | +16.6% | +164.2% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling