-9.1%
NVTS vs RMBS
+290.7%
-299.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +2.9% |
| 7D | -1.4% | +1.8% | -3.2% | -2.7% |
| 30D | -16.5% | -13.9% | -2.6% | -6.0% |
| 3M | -47.6% | -39.8% | -7.8% | -22.3% |
| 6M | +7.3% | -6.0% | +13.3% | +12.7% |
| YTD | +62.9% | -5.4% | +68.2% | +65.0% |
| 1Y | +91.3% | -1.8% | +93.1% | +83.3% |
| 3Y | +43.4% | +53.7% | -10.3% | -18.0% |
| All | -9.1% | +290.7% | -299.8% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling