-6.3%
NVTS vs RJF
+88.5%
-94.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.5% |
| 7D | +9.7% | +1.8% | +7.9% | +7.9% |
| 30D | -13.6% | 0.0% | -13.6% | -14.1% |
| 3M | -51.0% | +18.0% | -69.0% | -58.3% |
| 6M | +46.3% | +17.0% | +29.4% | +24.7% |
| YTD | +68.1% | +11.1% | +57.0% | +51.9% |
| 1Y | +113.9% | +8.0% | +105.9% | +98.1% |
| 3Y | +45.3% | +73.3% | -28.0% | -15.4% |
| All | -6.3% | +88.5% | -94.7% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling