-9.1%
NVTS vs RJF
+85.2%
-94.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.4% | -2.7% | +1.3% | +0.9% |
| 30D | -16.5% | -4.3% | -12.3% | -13.8% |
| 3M | -47.6% | +15.7% | -63.4% | -54.7% |
| 6M | +7.3% | +17.8% | -10.5% | -9.1% |
| YTD | +62.9% | +9.2% | +53.7% | +49.4% |
| 1Y | +91.3% | +2.8% | +88.5% | +84.5% |
| 3Y | +43.4% | +69.5% | -26.1% | -14.8% |
| All | -9.1% | +85.2% | -94.3% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling