-9.4%
NVTS vs TROW
-34.1%
+24.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -1.6% |
| 7D | +3.5% | -1.5% | +5.0% | +5.2% |
| 30D | -11.9% | -5.3% | -6.6% | -6.4% |
| 3M | -49.2% | +2.9% | -52.2% | -51.9% |
| 6M | +38.4% | +22.2% | +16.2% | +9.5% |
| YTD | +62.5% | +8.1% | +54.4% | +49.8% |
| 1Y | +101.4% | +5.8% | +95.6% | +90.6% |
| 3Y | +40.4% | +14.0% | +26.4% | +24.4% |
| All | -9.4% | -34.1% | +24.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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