+123.2%
ROST vs NVTS
-16.8%
+140.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -2.0% | +2.1% |
| 7D | +0.2% | -1.4% | +1.7% | +0.3% |
| 30D | -6.9% | -16.5% | +9.6% | -6.1% |
| 3M | -3.3% | -47.6% | +44.3% | -0.6% |
| 6M | +9.0% | +7.3% | +1.8% | +6.5% |
| YTD | +28.9% | +62.9% | -34.0% | +22.0% |
| 1Y | +54.0% | +91.3% | -37.3% | +42.6% |
| 3Y | +100.7% | +43.4% | +57.3% | +83.2% |
| All | +123.2% | -16.8% | +140.0% | +97.0% |
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