+112.0%
ROST vs NVTS
-54.3%
+166.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.0% | -2.0% |
| 7D | +0.3% | +3.9% | -3.7% | 0.0% |
| 30D | +0.5% | -4.3% | +4.8% | +0.5% |
| 3M | -5.2% | -34.5% | +29.2% | -3.6% |
| 6M | +9.8% | -57.7% | +67.6% | +13.3% |
| YTD | +29.4% | +25.4% | +4.0% | +23.6% |
| 1Y | +44.4% | +13.1% | +31.2% | +38.5% |
| 3Y | +95.0% | +48.9% | +46.1% | +73.3% |
| All | +112.0% | -54.3% | +166.2% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling