+298.5%
RCL vs NVTS
-36.0%
+334.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +1.0% |
| 7D | -1.2% | +3.9% | -5.1% | -1.6% |
| 30D | +17.8% | -4.3% | +22.2% | +17.8% |
| 3M | +4.9% | -34.5% | +39.4% | +8.3% |
| 6M | +23.7% | -57.7% | +81.4% | +30.8% |
| YTD | +17.8% | +25.4% | -7.5% | +7.7% |
| 1Y | +28.9% | +13.1% | +15.8% | +18.7% |
| 3Y | +241.9% | +48.9% | +193.0% | +170.8% |
| 5Y | +295.4% | -51.8% | +347.2% | +187.7% |
| All | +298.5% | -36.0% | +334.5% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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