-7.8%
NVTS vs ROIV
+468.9%
-476.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +5.8% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | -4.5% | +1.0% | -5.4% | -4.7% |
| 3M | -61.5% | +18.3% | -79.8% | -63.4% |
| 6M | +28.0% | +18.3% | +9.7% | +21.9% |
| YTD | +65.3% | +61.0% | +4.3% | +44.0% |
| 1Y | +113.0% | +177.9% | -64.9% | +61.0% |
| 3Y | +34.7% | +199.1% | -164.4% | -1.8% |
| All | -7.8% | +468.9% | -476.7% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling