-6.3%
NVTS vs RVTY
-25.8%
+19.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +3.5% |
| 7D | +9.7% | +0.4% | +9.3% | +9.3% |
| 30D | -13.6% | +10.8% | -24.4% | -20.3% |
| 3M | -51.0% | +26.8% | -77.8% | -60.4% |
| 6M | +46.3% | +39.3% | +7.0% | +7.9% |
| YTD | +68.1% | +31.6% | +36.5% | +27.6% |
| 1Y | +113.9% | +47.7% | +66.2% | +47.0% |
| 3Y | +45.3% | +19.9% | +25.4% | +14.8% |
| All | -6.3% | -25.8% | +19.5% | +12.2% |
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