-9.4%
NVTS vs RMBS
+293.8%
-303.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -4.0% |
| 7D | +3.5% | +3.5% | 0.0% | +0.9% |
| 30D | -11.9% | -8.6% | -3.3% | -5.3% |
| 3M | -49.2% | -40.3% | -8.9% | -24.0% |
| 6M | +38.4% | -1.0% | +39.4% | +40.5% |
| YTD | +62.5% | -4.6% | +67.1% | +63.5% |
| 1Y | +101.4% | +17.6% | +83.8% | +67.2% |
| 3Y | +40.4% | +58.6% | -18.2% | -22.2% |
| All | -9.4% | +293.8% | -303.1% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling