-10.8%
NVTS vs RVTY
+74.0%
-84.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.5% | +11.5% | +9.8% |
| 7D | -0.3% | -3.6% | +3.2% | +0.6% |
| 30D | -24.4% | +1.4% | -25.8% | -24.6% |
| 3M | -26.5% | +43.2% | -69.7% | -33.3% |
| 6M | -41.4% | +84.5% | -125.9% | -53.2% |
| YTD | +30.7% | +65.2% | -34.5% | +3.0% |
| 1Y | -10.8% | +74.3% | -85.1% | -33.6% |
| All | -10.8% | +74.0% | -84.8% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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