-10.8%
NVTS vs RMBS
-18.2%
+7.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.0% | +15.0% | +13.6% |
| 7D | -0.3% | -8.9% | +8.6% | +6.8% |
| 30D | -24.4% | -24.8% | +0.4% | -5.9% |
| 3M | -26.5% | -17.6% | -8.9% | -14.8% |
| 6M | -41.4% | -25.7% | -15.7% | -21.5% |
| YTD | +30.7% | -9.8% | +40.5% | +36.4% |
| 1Y | -10.8% | -17.4% | +6.6% | -2.1% |
| All | -10.8% | -18.2% | +7.4% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling