-6.3%
NVTS vs RMBS
+290.3%
-296.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.4% |
| 7D | +9.7% | +3.0% | +6.7% | +7.4% |
| 30D | -13.6% | -14.4% | +0.8% | -2.4% |
| 3M | -51.0% | -42.8% | -8.1% | -24.1% |
| 6M | +46.3% | -1.4% | +47.7% | +49.0% |
| YTD | +68.1% | -5.4% | +73.5% | +70.3% |
| 1Y | +113.9% | +18.6% | +95.3% | +76.5% |
| 3Y | +45.3% | +57.3% | -12.0% | -19.0% |
| All | -6.3% | +290.3% | -296.6% | -75.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling