+751.2%
NVT vs RVTY
+76.2%
+675.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +5.1% |
| 7D | +10.4% | +0.4% | +10.0% | +10.1% |
| 30D | -1.3% | +10.8% | -12.1% | -5.5% |
| 3M | -0.6% | +26.8% | -27.4% | -10.4% |
| 6M | +53.8% | +39.3% | +14.4% | +32.5% |
| YTD | +60.2% | +31.6% | +28.6% | +40.1% |
| 1Y | +76.8% | +47.7% | +29.1% | +46.7% |
| 3Y | +191.2% | +19.9% | +171.3% | +153.2% |
| 5Y | +430.9% | -32.3% | +463.3% | +486.0% |
| All | +751.2% | +76.2% | +675.1% | +353.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling