-9.4%
NVTS vs RSG
+83.9%
-93.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.2% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -11.9% | +3.7% | -15.6% | -10.8% |
| 3M | -49.2% | +6.2% | -55.4% | -48.0% |
| 6M | +38.4% | -2.8% | +41.2% | +42.1% |
| YTD | +62.5% | +5.9% | +56.6% | +66.8% |
| 1Y | +101.4% | -1.8% | +103.2% | +107.5% |
| 3Y | +40.4% | +57.5% | -17.1% | +18.5% |
| All | -9.4% | +83.9% | -93.2% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling