-55.6%
NVTS vs RVTY
-15.1%
-40.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.7% | -5.1% |
| 7D | +3.9% | -0.5% | +4.4% | +4.6% |
| 30D | -4.3% | +1.5% | -5.9% | -4.4% |
| 3M | -34.5% | +31.5% | -65.9% | -46.7% |
| 6M | -57.7% | +62.7% | -120.4% | -71.7% |
| YTD | +25.4% | +60.0% | -34.6% | -17.8% |
| 1Y | +13.1% | +65.7% | -52.6% | -28.5% |
| 3Y | +48.9% | +85.2% | -36.3% | -16.1% |
| All | -55.6% | -15.1% | -40.5% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling