-46.7%
NVTS vs RRC
+132.4%
-179.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.8% | -6.9% | -3.5% |
| 7D | +9.6% | -5.2% | +14.8% | +11.2% |
| 30D | -13.0% | +25.2% | -38.2% | -19.1% |
| 3M | -28.8% | +27.4% | -56.2% | -34.4% |
| 6M | -48.5% | +27.0% | -75.5% | -52.8% |
| YTD | +31.4% | +46.3% | -14.9% | +14.3% |
| 1Y | -2.3% | +37.1% | -39.4% | -13.3% |
| 3Y | +49.8% | +60.2% | -10.3% | +23.2% |
| All | -46.7% | +132.4% | -179.1% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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