+43.0%
NVTS vs RJF
+71.0%
-27.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.9% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | -11.9% | -2.0% | -9.9% | -10.9% |
| 3M | -49.2% | +16.3% | -65.6% | -55.4% |
| 6M | +38.4% | +16.9% | +21.5% | +20.4% |
| YTD | +62.5% | +10.4% | +52.0% | +50.1% |
| 1Y | +101.4% | +7.4% | +94.0% | +89.6% |
| All | +43.0% | +71.0% | -27.9% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling