-12.9%
NVTS vs RUN
-83.3%
+70.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -1.9% | -3.5% |
| 7D | +0.5% | -3.4% | +3.8% | +1.2% |
| 30D | -18.0% | -14.0% | -4.1% | -15.3% |
| 3M | -45.6% | -27.5% | -18.1% | -41.7% |
| 6M | +28.5% | -29.0% | +57.4% | +39.5% |
| YTD | +56.2% | -53.1% | +109.3% | +79.7% |
| 1Y | +97.7% | -46.7% | +144.4% | +124.1% |
| 3Y | +35.0% | -38.3% | +73.3% | +17.5% |
| All | -12.9% | -83.3% | +70.4% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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