-6.3%
NVTS vs RUN
-82.2%
+75.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.9% |
| 7D | +9.7% | +10.2% | -0.5% | +7.4% |
| 30D | -13.6% | -9.6% | -4.0% | -11.7% |
| 3M | -51.0% | -31.5% | -19.5% | -46.8% |
| 6M | +46.3% | -18.7% | +65.0% | +54.7% |
| YTD | +68.1% | -49.9% | +118.0% | +90.6% |
| 1Y | +113.9% | -45.5% | +159.4% | +140.4% |
| 3Y | +45.3% | -34.1% | +79.4% | +24.6% |
| All | -6.3% | -82.2% | +75.9% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling