-25.2%
NVTS vs ROIV
+562.4%
-587.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +4.6% | +6.7% | +9.7% |
| 7D | +20.8% | +13.3% | +7.5% | +16.5% |
| 30D | -11.1% | +14.8% | -25.9% | -14.6% |
| 3M | -31.0% | +11.9% | -42.9% | -33.7% |
| 6M | -47.4% | +42.4% | -89.8% | -52.9% |
| YTD | +34.2% | +87.4% | -53.2% | +11.0% |
| 1Y | +22.2% | +97.2% | -75.0% | -0.2% |
| 3Y | +68.4% | +375.7% | -307.3% | +10.7% |
| 5Y | -39.0% | +379.0% | -418.1% | -69.8% |
| All | -25.2% | +562.4% | -587.5% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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