+402.8%
NVT vs RVTY
-34.5%
+437.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.4% |
| 7D | +2.0% | -7.4% | +9.4% | +4.6% |
| 30D | -7.2% | +4.5% | -11.7% | -8.7% |
| 3M | -0.9% | +19.5% | -20.4% | -7.3% |
| 6M | +42.6% | +34.1% | +8.5% | +27.4% |
| YTD | +52.9% | +25.3% | +27.6% | +38.9% |
| 1Y | +64.5% | +47.0% | +17.5% | +40.9% |
| 3Y | +178.0% | +14.1% | +163.9% | +152.8% |
| 5Y | +402.8% | -34.6% | +437.3% | +432.6% |
| All | +402.8% | -34.5% | +437.3% | +432.6% |
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