-7.8%
NVTS vs RVTY
-23.9%
+16.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.5% |
| 7D | +2.7% | +1.1% | +1.6% | +1.9% |
| 30D | -4.5% | +13.2% | -17.7% | -13.1% |
| 3M | -61.5% | +27.2% | -88.8% | -68.8% |
| 6M | +28.0% | +32.4% | -4.4% | -1.1% |
| YTD | +65.3% | +34.9% | +30.4% | +23.3% |
| 1Y | +113.0% | +52.4% | +60.6% | +42.9% |
| 3Y | +34.7% | +12.3% | +22.4% | +13.4% |
| All | -7.8% | -23.9% | +16.1% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling