-9.1%
NVTS vs RSG
+84.1%
-93.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +4.5% |
| 7D | -1.4% | 0.0% | -1.5% | -1.4% |
| 30D | -16.5% | +4.0% | -20.5% | -15.4% |
| 3M | -47.6% | +7.4% | -55.0% | -46.3% |
| 6M | +7.3% | +0.1% | +7.2% | +10.1% |
| YTD | +62.9% | +6.0% | +56.9% | +67.2% |
| 1Y | +91.3% | -3.0% | +94.3% | +97.4% |
| 3Y | +43.4% | +56.5% | -13.1% | +21.4% |
| All | -9.1% | +84.1% | -93.2% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling