-12.9%
NVTS vs RJF
+85.3%
-98.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.0% |
| 7D | +0.5% | -4.2% | +4.6% | +4.0% |
| 30D | -18.0% | -3.6% | -14.4% | -15.8% |
| 3M | -45.6% | +15.6% | -61.3% | -52.9% |
| 6M | +28.5% | +17.6% | +10.9% | +8.9% |
| YTD | +56.2% | +9.2% | +46.9% | +43.2% |
| 1Y | +97.7% | +5.5% | +92.2% | +86.7% |
| 3Y | +35.0% | +70.3% | -35.3% | -20.2% |
| All | -12.9% | +85.3% | -98.2% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling