-10.8%
NVTS vs RSG
+19.5%
-30.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +7.9% | +10.9% |
| 7D | -0.3% | +5.1% | -5.5% | +9.8% |
| 30D | -24.4% | +15.3% | -39.7% | -0.3% |
| 3M | -26.5% | +18.6% | -45.0% | +2.1% |
| 6M | -41.4% | +19.5% | -60.9% | -13.9% |
| YTD | +30.7% | +17.2% | +13.5% | +92.7% |
| 1Y | -10.8% | +19.6% | -30.4% | +33.3% |
| All | -10.8% | +19.5% | -30.3% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling