-12.9%
NVTS vs RVTY
-29.4%
+16.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.5% | -2.1% |
| 7D | +0.5% | -7.4% | +7.9% | +6.4% |
| 30D | -18.0% | +4.5% | -22.5% | -20.8% |
| 3M | -45.6% | +19.5% | -65.1% | -53.9% |
| 6M | +28.5% | +34.1% | -5.7% | -2.5% |
| YTD | +56.2% | +25.3% | +30.9% | +23.1% |
| 1Y | +97.7% | +47.0% | +50.7% | +35.8% |
| 3Y | +35.0% | +14.1% | +20.9% | +10.8% |
| All | -12.9% | -29.4% | +16.5% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling