-7.8%
NVTS vs RMBS
+283.9%
-291.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +5.3% |
| 7D | +2.7% | -0.3% | +3.0% | +3.1% |
| 30D | -4.5% | -12.2% | +7.7% | +6.1% |
| 3M | -61.5% | -49.5% | -12.0% | -34.5% |
| 6M | +28.0% | -7.1% | +35.1% | +36.4% |
| YTD | +65.3% | -7.0% | +72.3% | +69.6% |
| 1Y | +113.0% | +13.3% | +99.7% | +81.8% |
| 3Y | +34.7% | +49.2% | -14.5% | -21.2% |
| All | -7.8% | +283.9% | -291.7% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling